Silent Cartographer
Explorer
A few folks have mentioned examples of these, but I'll throw in a sub-genre of games that aren't CRPGS (at least not strictly), but still have some fun stories; story-driven FPSs. As mentioned, Deus Ex is the top of that heap in terms of story, is a full-on hybrid Action/RPG game, and has plenty of CRPG elements. Plus, an ending (endings) worth playing all the way through for! Also have to mention System Shock and BioShock, which are in the the same hybrid vein along with Deus Ex. The Thief series has even better gameplay, fantastic setting and immersion, but is much more linear (or focussed) from a CRPG perspective.
Fallout 3 is in this category as well, but as noted by others, is better at telling you're own story in the Fallout setting than telling a particularly compelling story of theirs. The Bethesda-style sandbox games are all like that; FO3 is simply the best example of the type.
Fallout 3 is in this category as well, but as noted by others, is better at telling you're own story in the Fallout setting than telling a particularly compelling story of theirs. The Bethesda-style sandbox games are all like that; FO3 is simply the best example of the type.