There's really so many. What's common about them is that extremely few of them come from the current era of gaming revolution. Before gaming went "corporate". Nostalgia or fact, it felt like it was a closed social club with games for gamers by other gamers.
I agree with the Zelda sentiment, even though I never played the later installments of the series. Pre-Red Alert 2 Command & Conquer games, before they seemed to become a competition between Escher and Dali on who could imagine the most flipped-out military unit.
Fallout 1/2/Tactics and the entire Baldur's Gate saga even though I consider BG2 a slump. The entire line of Elder Scrolls, except Oblivion. Duke Nukem 3D (omg, you can move the aim up and down and jump?!). The original Syndicate. Deus Ex.
And an very-often-forgotten Outcast. Man, that game never got the attention it deserved. I guess it just didn't lend itself to a cult following, but it was and is brilliant. Planescape: Torment, for it's absolutely thrilling storytelling and setting.
I'm going to say Fall from Heaven 2 aswell. It could be that I have just fallen in love with it. It's not been long enough to claim to be objective in any way or fashion, but I'll give it an honorable mention.
There are countless others, but this is just from the top of my head.