Many people believe that John Marston is one of the best character that's graced the gaming industry, and many people will cite him as an evidence towards how much video game narrative has evolved in creating compelling stories. But I'm of the opposite opinion because I believe John Marston is a surprisingly shallow character with a background that's told through simple dialogs in cutscenes rather than experienced in a more interactive manner. His reputation of being a highly wanted criminal who's turned away from his past is constantly challenged by his complete lack of personal torment in his morality. He's not fighting his alcoholism, he's not fighting his outlaw habits, he's only fighting the ghosts of his past. There's no real explanation of why he chose to be an outlaw, why he chose to marry and settle down, or why the player can't just terminate the entire population in the continent with the Red Eye ability.
But obviously a lot of people saw some depth in his character, and that's just an opinion that I don't share. However, at the end of Red Dead Redemption, when our hero sacrifices his life for his family (because the cutscene Marston was too stupid to stay in the shed and shoot from cover) and the hero's son avenged this injustice, what does it all mean? The credits roll, the gamer's over, then nothing.
Now, Red Dead Redemption does have some amazing characters and revolutionary horse physics, but when the player finishes the game, there seems to be no take-home message. At the end of this long narrative, there's really no thesis to it all. I've killed everyone, but so what? Next game pops into the console, and the player grinds through another meaningless game.
Some people would argue that Red Dead Redemption takes the player into the wild west to experience the lives of the outlaws, and that's a perfectly valid goal for a game. But that's what games feel like, currently. Modern games have become these 10 hour Disneyland rides trying to evoke emotions by taking the player through these fantasies. And that's an excellent start in video game narratives. Still, even the best of games leaves the player with an empty reminiscence of the experience--perhaps games in the future will leave the player with messages.
It's not fair to say that no games have evoked a message to the player beyond the traditional "this game is fun." I can think of 2 off the top of my head right now. First, there's the Metal Gear Solid series. Through the use of fake espionage in alternative (but still somewhat plausible and rooted in real world events) history, Hideo Kojima has crafted a franchise that tops most people's lists when asked about the best stories and characters. I believe this is because the game has an overall theme. At the end of every MGS games, the player is left with messages ringing in their heads. MGS3 is arguably the best in this regard.
At the end of the game, the questions of honor, treason, friendship, betrayal all crashes on the senses at once. And when the player finally pieces it all together, the message is clear--"I fucked up." Then this message permeates to "no, I was tricked." And this message becomes the overall arc of the entire franchise--that Big Boss was tricked, and the good guys are really the bad guys. As a whole, then, the franchise culminates into a message of deception. And the entire experience is satisfying because a conclusion exists (namely: don't blindly trust the government). Whereas, RDR does introduce all these subjects but says nothing about them.
Aside from the MGS franchise, the other game that I can think of is a flash indie game called Immortall. Immortall can be finished in less than 10 minutes, but at the end of the game, the thesis stares at the player until the scene fades to black. It's something about the trust of comradery, the pressure of protecting a family, with a subtle hint of racism (or more accurately: "scared of foreign things"-ism). And the overall experience curtains with an exclamation mark. Without saying a word, the story has said volumes, and that's the sort of experiences that I'm most excited about.
I'm sure there are plenty of games that actually say something about their subjects that I've missed, and I would really appreciate if people could suggest some in the comments, but the point is that this is the direction that narratives should go. Publishers and developers shouldn't only boast about the characters and settings and the emotional roller coaster because perhaps the most important aspect to any great story is its meaning. Every developer need to test their games and ask themselves "so what?"
ps. since writing this, I've just thought of a few more games like Deus Ex and God of War (specifically GoW3 and Chains of Olympus with messages about the catastrophic results of people seeking justice).