Dragon Age:Origins. Before that, Borderlands. Before that, Mass Effect. All originals at the time they were released, of course, but have spawned franchises.
To find the last game I played that is not part of a larger universe... The Last of Us. But, I didn't even finish it. Before that, I think it would be Alpha Protocol. Which wasn't nearly good enough to deserve a sequel, anyway.
Man, for all the complaining people make about sequels and reboots and spinoffs, I really think that most of our best entertainment comes in multiple installments.