Bioshock 2 was nothing special - until the last 3 levels (Fontaine Futuristics, Outer then Inner Persephone), which were amazingly creative, heartbreaking/heartfelt and made the whole game leading to them worth it.
There's a lot of games that have made me cry(or close): Infamous 2's endings, 1st God of War, Deus Ex, Prince of Persia: Sands of Time and there are others I can't recall. Games are head and shoulders above all other mediums
I'm having fun just picking out the background songs in this show, on top of how entertaining it is - love that the last segment on this part was a Boards of Canada song.