I'd have to say:
Fallout 3
Morrowind
Gothic 1 and 2
Skyrim
Which, I guess, is a lot like many other lists here.
I don't like BioWare games in general, I find their childish and heavy-handed morality systems annoying. Though they do have a great sense of humor.
Bethesda games have their own bugbears, and starting with Oblivion and far more noticeably in Skyrim, they dumbed-down and simplified their games for the xbox kiddie generation. Skyrim in particular is a hollow shell of a game where nothing you do matters, there are no failure states, and all social interaction is devoid of consequence. Plus, it's stupidly easy as all hell, and all challenge mods do for it is make enemies more damage-spongy. So, why is it on my list? Because it ultimately still succeeds at building a totally believable and engrossing world, has some of the most subtle and underrated art of any game ever made, and, while the story remains a mystery, is totally captivating.
I liked Oblivion too but it didn't really open up until Shivering Isles.
Honorable mention to Evil Islands for being a stupidly difficult, cheesy parody-RPG that's at once challenging and endearing.
Kingdoms of Amalur also had potential, but fell down again due to being ridiculously easy, as well as having game-breaking bugs and signs of incompetent development all over the place. Plus, the writing sucked, though some of the core elements of the world and story were surprisingly interesting. Still, it's a shame that 38 Studios imploded, they had some talented people and some very good ideas.