This topic pretty much covered everything. I didn't see Mother 2 or 3 anywhere though. They have good thematic depth.
I'd also like to mention Suda51's other games beside Killer 7, such as Flower Sun and Rain. Beyond Good and Evil, Shenmue, and Deus Ex also had good narratives.
I heard many good things about Grim Fandango and Soul Revear, but I can't vouch for those since I haven't played them.