Hades
It really is so well put together, and one way in which it's put together well just occurred to me.
In so many games, we have to make story allowances for returning to earlier saves, or extra lives, or so on. We have to accept that failure is part of the game, but not part of the narrative; that the five times I died to that ambush didn't really happen in the narrative, even though the emotions I experienced during that streak of mounting frustration are ones I remember.
But in Hades, from the moment you start to the moment you stop is one unbroken continuity that builds on itself. Character will comment on who you died to and how. Everything you go through feels like it happened. All the times you die count in the narrative. So do all the times you don't.
Really is a watershed moment in gaming, I feel.