a lot of people didn't, but i enjoyed bioshock infinite's ending quite a bit. the worst part of it was that it ended and i wouldn't get to hear the characters talk anymore. i really enjoyed their dialogue.
i thoroughly enjoyed HL2 + the episode's story. the cliffhanger ending is a load of stuff since there's no sequel coming, but everything up until that point is great. laidlaw's impromptu ending is good enough for me to enjoy too.
im gonna echo fox and say that halo 3's ending was perfect and did not need to continue. i would have been fine if it ended there. the story all the way up until 4 was great.
xcom enemy unknown's story was pretty sweet, IMO. i liked all the characters and the cutscenes were always really, really nice. the ending is also good enough to give me chills every time.