My favorite game in the world. Unrivaled in variety, rewarding challenge, gameplay mechanics, depth, humor, and almost anything else - well, except maybe graphics and sound. I've been ranting about my love for NetHack all over the place, including the Forums, but it's one of those games that you can't really sell by explaining it - you need to play it, and even then it takes a while to get into it. But when you do, there's no going back.
The Elder Scrolls III: Morrowind
Morrowind was my first real open-world experience, and I can't even describe how this world blew my mind. I still love the world design, and even with games like Skyrim or even Witcher, they don't make them like this anymore: I knew this world, I understood how it worked and why everything was where it was, and I believed it. That's the difference between Morrowind and most other games with big worlds - It wasn't just a bunch of characters and towns placed into arbitrary places, with someone slapping on names and one-sentence descriptions of them; instead, everything about Morrowind felt like had actual history and life to it, and nothing was there "just because". I could go on and on about this - remind yourself never to get me drunk and talk about Morrowind, because that'll take up your entire night.
Pillars of Eternity
Pillars of Eternity is one of the games I've been most hyped about in my entire life, as I was waiting for it to come out. It's a fantastic example of a game where paying attention to the world and its imaginary culture, geography and politics goes such a long way, and it's also one of the best exhibits of a system where the world reacts to the player - not necessarily specific actions, but rather the nature and personality you're building for your character through those actions. Mechanically, it's the game I wish Baldur's Gate had been, with a delightfully challenging combat system that makes a lot of sense, and a lot of variety with characters and the ways you can develop your own hero.
Dragon Age: Origins
This game took me by surprise when it first came out, and it still stands out as one of my favorite RPGs from a technical standpoint. I love the combat, the skill system, all that stuff - and the story, too, is pretty great for what it is, which is a pretty standard fantasy tale. Granted, the weight of the player's choices are limited and binary at best, but back when DA:O came out, we didn't yet quite have the expectations of reactive storytelling that we do now, and it's not like they even promised that to begin with. That said, the endgame can actually be significantly different based on how you played the game. The sequels - particularly DAII - were disappointing to say the least, but that doesn't diminish the value of this game.
I was going back and forth between Fallout, Fallout 2, and Fallout: New Vegas, all of which are masterpieces - yet I didn't want to put all of them on the list. I picked the first one though, because I'm more familiar with it than the second one, and because it's the origin of the things that I love about all those three games. Both 1 and 2 have world design unlike most games out there, and games like Fallout 3 or 4 don't hold a candle to the atmosphere and believability of what was going on in those older games.