C&C Tiberian Dawn.
The cut scenes, the in game music. it all worked to make the game seem a lot better than it was. It also for me ushered in that utmost level of imagination. The world was just so compellingly presented I always wanted to know more. In the end you were just moving units around the map, seems a bit silly now lol. In some ways that makes it even more special.
Some honorable mentions: Diablo, Quake 2, half life, fallout.
I almost crave that more interspersed level of story telling again. Today they tell you too much and run themselves in knots. The most recent games that really rocked my world in this regard are Mad Max and Wasteland 2.