Oddworld: Abe's Oddysee and Heart of Darkness probably. Oddworld had an amazing visual style, a mysterious world and though there were dumb fart jokes in the mix (and even more of that in the sequels) it was still a very engaging journey of saving your people and finding out about your origins. The music and the ambiance as well as the movie-like cutscenes and transitions were super impressive to me. Heart of Darkness is very similar in a way but with that one I was mostly amazed by the animations of the creatures, fantastic stuff. Those two always felt like they were more than "just" games to me.