some stuff does this for me
psychonauts the first and second metal gear solid or ico and sotc for example did
and other stuff doesn't even though on the surface it looks like it would ( braid brütal legend limbo mgs 3 +4 ) ( still great games mind you ! )
so i haven't found a formular to determin if a game will do this or not
but i am actually exclusively seeking out those games that do have that strong emotional impact on me
and i am rather turned off when games dont end up delivering on that front