I’d say Kubrick does it better personally. The feeling of dread in the Shining. Unease in A clockwork orange, awe in 2001. The atmosphere is stronger than most films.

Alduin statue and art book for Skyrim,

Ezio model from Assassins creed 2

Alan Wake that looked like a book that had a book set after the events of the game about someone who investigates what happen in Bright Falls

Does “What remains of Edith Finch” count? All the story is told in unique “gameplay” ways but the factory worker got me emotional as I experienced something similar.

If not than Brothers is a good one. Especially during a late swimming section….