Shenmue. The most underappreciated game of the last five years. I remember getting it the christmas of its release and having, really, no idea what it was. Little did I know it would eat up the next few months of my life.
Not only was it probably the most visually stunning game at its release (at least, in my opinion) but the amount of interactivity and detail was staggering. Day/Night cycles (Ryu has a watch!) and the weather system was awesome as well.
I could go on forever, but it's sad that they bascially canned the series after the second one. They decided to create an MMO out of the franchise instead of finishing it off...
Anyhow, good list.