It's really hard for me to pick one thing. But if I had to maybe Halo.
I think a lot of people would be quick to dismiss Halo as just "Oh, you shoot at people and it's like an action movie." But there's actually a lot of emotional depth to that game, its story, its characters and its setting.
Halo is a game about inevitable defeat. You are constantly outnumbered and outgunned. Humanity is on its last legs. It seems like things are completely hopeless. And yet there you have the Master Chief. This symbol of hope. Who fights on in spite of the terrible odds and the almost impossibility of victory. And in the end... he wins.
There's sacrifice and pain along the way, but despite the hopeless situation he fights on and wins anyway. And a better world comes of it.
I think it should be obvious why to someone like me who's suffered from feelings of hopelessness and depression for over a decade that resonates so much.
Although recently I played "Life is Strange" and shed tears multiple times. Which is quite impressive because I don't cry often. Though, granted, it was not JUST about the game but also about my current state of mind. Still, it really resonated with me.