Good thread, +rep man!
1. Fallout. FALLOUT!!! The whole idea of vaults being sociological experiments really made me think when I played F1 and F2 in the 90's. Absolutely love this universum.
2. Witcher. I read all the saga 5 or 6 times, then played all the games, still on W3 now preparing to play DLC's. Andrzej Sapkowski is Tolkien of Poland. But better. While Tolkien's world is very fairy-tale like, Witcher is much more dark and grim, while having the same amount of epicness to it.
3. Elite. Yes. Elite series just sucked me in like a black hole, when I discovered FE2 on Amiga 500. Fell in love with the universum here. More serious than other SF games at the time, quite dark and brutal as well. Love it.
4. GTA. Purely due to the grotesque and the satire. I absolutely love stuff like that. It's touches on so many important subjects, but unfortunately a lot of people only see the "shoot all the civilians and cops you can before you die, rinse repeat" side of it. I love to just park my pimped up ride somewhere, turn the engine off and listed to the chat-radio stations. Scary stuff. Funny, but scary. This is the world we live in.
5. Tough one. A few candidates here. I'm going to pick Dishonored, only becuase I am playing D2 at the moment. Again, love the grim and dark steam punk world that Arcane put up together.