Title says it all really.
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Well look, they are three different things: atmosphere, lore, and story. Some games are good at one and not the other two or any other combination. Some games are [i]good[/i] but not great at all three. (Mass Effect in that category for me.) Of the games I am acquainted with: Atmosphere: BioShock (that sense of pressure and moisture is unforgettable, plus the environments are just off-the-charts). Metro 2033, too (it makes Fallout look like a tropical getaway). Lore: Uncertain. Elder Scrolls and Fallout are strong contenders. (I don't think Star Wars or Lord of the Rings games can be put into competition here, just not fair.) Story: The Witcher 2, Knights of the Old Republic II. I do not think I could pick the best synthesis of all three... just too many variables. But I think BioShock, Elder Scrolls, Halo, The Witcher, and, unfair as it is, Knights of the Old Republic are all in the discussion.