Vampire the masquerade bloodlines (god, what a mouthful of a title) is still the best rpg ive played to date. Troika games created a masterpiece here, even if it needed an unofficial community patch to be playable. The story is engaging and it is very easy to get immersed into the game world. It is a shame it does not get mentioned more often.
As for a more mainstream fantasy rpg, yeah I am with everybody on Oblivion. The first time you exit the dungeon, with the whole world right there for you to explore, was truly magical.
Halo : CE was the first game I split screened with my dad, and we spent hundreds of hours on it together. I remember the first time we beat the game on legendary, that final car ride was really something. Only wish I can someday share that feeling with my offspring.
Edit: typo, must have been thinking of Requiem as bloodlines 1.