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The Legacy of Kain series is probably my overall favourite. The fact that the writer managed to take a plot initially developed for a one-off game, that involved time travel of all things, and spin it out over multiple games in such a way that it not only made sense, but actually felt like the first game was intended to set up the sequels, is a feat of writing that I must bow to in respect. I also love the moral ambiguity in the story - the way that Kain is both villainous and heroic at the same time, as contrasted with Raziel's unthinking and reactionary self-righteousness. It's a refreshing change from games where the "gut instinct moral crusader" is automatically portrayed as ethically superior to the cynical strategizer.

Some of the background lore to the Wing Commander universe is also pretty cool. I particularly liked the "science lecture" (found in one of the bonus documents) about how the jump drive was invented.

Speaking of science lectures, I have to give a shout out to Arcanum for having probably the greatest game manual of all time. A huge portion of it is given over to discussing the game's lore and setting in an engaging and thematic way (for example, a series of science lectures from an in-game world professor demonstrating what happens when magick and technology come into close proximity). If you've played the game but never looked at the manual, you're missing out.
There's not really many games that I could say I really got into the lore of.. In fact I'm struggling to think go any. Zelda is probably the closest, but I don't even think I've spent that much time thinking about the connections and lore behind the games..

But outside of pure games, LOTR and Warhammer (and Warhammer 40K to a lesser extent) both grab me very strongly.

So much so with Warhammer that I did make a couple of attempts at writing novels to submit to the Black Library for publication. I just love the background and history, and the characters.
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F4LL0UT: Also each match against AI-controlled Eldar ended up in genocide. I'm not surprised that they are almost extinct.

Seriously, there was this insane battle in the Dark Crusade campaign once. I screwed up early on but didn't want to give up. I played the same battle for three days, there was a constant stream of Eldar infantry. Sometimes I managed to push them back to the center of the map but most of the time I was holding them at bay just in front of my base. Eventually in a desperate attempt I managed to quickly destroy all enemy headquarters with a Baneblade. I checked the body count after the battle. IIRC more than 20k Eldar had died in this ridiculous encounter.
Wow ok. I have a feeling I might know what map that was. Was it this (attached) one? If memory serves you sometimes have to fight against 3 bases on that map and it is easy to enter into a deadlock where both sides just keep wasting each other.

My best fight against the eldar was with the space marines during an online game on a 3v3 map. I can't remember the map's name but it was quite popular: there is a ruined city, with a canal/river on either side, in the middle of the map that separates the two teams' starting locations. The host accidentally selected free for all, instead of 3v3 and so 2 players on either side of the map immediately quit when the game started. This left me with a Tau player on my side, while there was a chaos sm and eldar player on the other side of the city. I won on my side, and the eldar player won his side of the map. Needless to say, we had access to so much requisition that both of our armies were maxed out (and we both knew it) by the time we went looking for each other. What followed was a series of epic clashes between our tier 4 armies during which I steadily managed to drive him back to his own doorstep. The bugger had created like 3 bases (cloaked ofc!) and with his ridiculous stream of requisition replaced his units as fast as I could destroy them. In the end though my superior faction won ;)

I often wished that the space marines had something like a Baneblade :P Can't complain too much though - the Landraider can take it out in a one-on-one fight, even if it is not as useful in a big firefight.

Anyway, gooood times :)
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Fenixp: You've never seen the speed at which I was fielding vehicles when playing the Guard :-P
...
Oh yes, I've had some nightmare encounters with a fast imp guard side and those blasted sentinels (and flamehounds/chimeras i think) :P At least they are pretty squishy, but its not so easy to get an anti vehicle attack by the time those things can start to come out.
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Post edited December 03, 2014 by Matewis
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Matewis: Wow ok. I have a feeling I might know what map that was. Was it this (attached) one?
I think not. I'm sure that the map had snow (and I think a lake in the center), I guess it must have been the one right in front of the Eldar stronghold or the one just beneath it.

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Matewis: The bugger had created like 3 bases (cloaked ofc!) and with his ridiculous stream of requisition replaced his units as fast as I could destroy them. In the end though my superior faction won ;)
Lol, congrats. :D

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Matewis: Anyway, gooood times :)
Indeed, amazing game. Sadly I didn't have broadband until after the release of Soul Storm and I ended up never playing Dawn of War online until a few months ago, just before GameSpy got shut down (and yeah, I'm aware that you can play it via Steam now). I can proudly say, however, that I haven't lost a single multiplayer match on any LAN party, including local tournaments with players who had a lot of online experience (I guess my skirmish noob tactics confused them).
off the top of my head...

Warcraft (pre WoW. In fact pre-Frozen Throne. Come to think of it, I hated some parts in 3 already...)

Max Payne 1 (didn't like 2 much...)

Starcraft (haven't tried 2 yet).

Baldur's Gate, Icewind Dale (NOT NWN. Story sucks there). Torment had a great story, but to be honest I was more captivated by the story itself than the lore and the Planescape setting.

Ultima (I've only played Ultima Underworld, Savage Empire, Akabaleth and U1 and 2... plan on playing the rest soon)

EDIT

Myth!!! Forgot about it now, but really loved the lore!
Post edited December 03, 2014 by ZFR
What about Tomb Raider? After 10 games, 2 movies and many comics, it is rather difficult to keep only one storyline.
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phandom: What about Tomb Raider? After 10 games, 2 movies and many comics, it is rather difficult to keep only one storyline.
To be fair, the franchise has seen two reboots already and I think the isometric ones don't belong in the main series' canon either..
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ZFR: Max Payne 1 (didn't like 2 much...)
Yarp, Max Payne was also a game I thought of when I started this thread. The first one's story is kinda complicated and filled with interesting references to Nordic mythology and stuff. I remember having actually one or two questions concerning its plot that I couldn't find any answers for. Don't remember what those were, though. Personally I also loved the second game but the plot was much more straightforward (although still complex compared to most other games out there, I guess).
Post edited December 03, 2014 by F4LL0UT
Earlier example would include the Legend of Zelda, Fire Emblem and Metroid Prime. More recent examples are Witcher and Fallout, particularly Fallout 2.
I'm still a Witcher infant, but I've spent far more time on that than most game's lore. I also enjoyed reading up on Faerun.

Somewhat oppositely, I love playing Assassin's Creed games. Not so much for the story or plot, but I love how they researched the heck out of the games and you get a fairly genuine feel of actually existing in a real part of history.
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F4LL0UT: ...
Indeed, amazing game. Sadly I didn't have broadband until after the release of Soul Storm and I ended up never playing Dawn of War online until a few months ago, just before GameSpy got shut down (and yeah, I'm aware that you can play it via Steam now). I can proudly say, however, that I haven't lost a single multiplayer match on any LAN party, including local tournaments with players who had a lot of online experience (I guess my skirmish noob tactics confused them).
Lol perhaps. With that AI mod the skirmishes could become an extreme challenge. I used to love my one-on-one ork/necron matches with the mod :D
It a pity you only got to start late as I imagine most people are playing Soulstorm these days, which I felt kinda messed up Dawn of War. Dark Crusade was the crown of the series i thought. I was lucky enough to be able to play it online for the first time shortly after the Dark Crusade release. I did reasonably ok I guess, but I did experience my fair share of humiliating defeats. I still have some nasty flashbacks of a Necron flayed one rush attack, on the 'Into the Breach' map, when all that I had was my force commander and 2 scout squads equipped with flamers. Flayed ones have no morale, so yeah, that did not end well :P
I can't make it through the Silmarillion.
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Tallima: I'm still a Witcher infant, but I've spent far more time on that than most game's lore. I also enjoyed reading up on Faerun.

Somewhat oppositely, I love playing Assassin's Creed games. Not so much for the story or plot, but I love how they researched the heck out of the games and you get a fairly genuine feel of actually existing in a real part of history.
I like Witcher a ton, reading The Last Wish before playing the first game helped a ton.

More or less for Assassin's Creed. Sometimes they do well and I applaud them, other things are personal nitpicks on my part (rivet counting sort of things), and finally they commonly go with either very basic, Cliff Notes like versions thereof, make a morally ambiguous situation black, white, and varying shades of gray (that's to say, this guy was very stern, but not bad, he's evil now; this guy was not really good, but it simplifies things of he's better than he was; this guy is a footnote, let's make him bad; and this guy was good in general, let's make him bad). Of course, this isn't a documentary, it's a game so it is understandable why they do that.
I probably know more about Thiefverse than is healthy for a normal human being.

Also, Dark Souls to a lesser degree. Surprised it hasn't been mentioned yet.
There are many games and universes in which I like to delve and discuss and research. Heck, there are games where I know the universe better than I know some random real world country's history.
Some of the universes where I enjoy to delve in are Warcraft, Gothic, The Elder Scrolls, Mass Effect, Dragon Age, Ys, Persona, and many others. I enjoy rich universes that are expanding and I am annoyed by the fact some of those franchises which I enjoy a lot, like Gothic, are currently stagnating.