Not all inclusive, just a list of games I've personally enjoyed for both story and gameplay. All of these are story-heavy though:
-Dishonored -Dragon Age series -Fable series -Fallout series (3 and New Vegas are my favorites) -Hellblade: Senua's Sacrifice -Middle-Earth: Shadow of War -Oblivion -Pillars of Eternity -Shadowrun -Yakuza: Like a Dragon (haven't played the others enough to have an opinion) -Titanfall 2