Oh goodness, do you have any other parameters? Story genre? Game genre? Game play type? The list of games with good stories is practically endless.
Off the top of my head, I can think of Dragon Age: Origins, the Bioshock series, Undertale, Bastion and Transistor, Witcher 3, Penumbra and Amnesia if you like horror, Portal/Portal 2, Dishonored, the Half Life series, Divinity: Original Sin, the Warcraft and Starcraft games, the Stanley Parable, Grim Fandango, Her Story...plus the games listed above. And that list includes rpgs, puzzle games, shooters, real time strategy, etc.
Or heck, if you want you can cut out the gameplay almost entirely and try Telltale or a walking sim. I heard good things about Firewatch. Gone Home is fine if you know what your getting into.