I think what you're referring to is what I call "Being in the zone." Sometimes it happens randomly, but most of the time it happens when you're so enamored with what's going on that nothing else matters. My list:
Nights-how can anyone not love this game? It was so different from anything else at the time that I just had to sit there and soak it all in.
Any Zelda game-Specifically, Link to the past and Ocarina of Time. Just the beginning of Link to the Past, where its raining, and that doom music is playing in the background. And then the castle music. Gah, I have to stop. I don't need to explain OoT.
Panzer Dragoon series-the weird combo of future technology and fantasy life was pulled off so goddamn well. It really made you feel as if there was a real, living breathing world in the game, especially Panzer Dragoon Saga.
Suikoden 2-it was so, normal, without anything out of the ordinary to separate it from the first one, but it was accomplished so frickin well that you can't help but fall in love with the game. The game will force you to see how it all turns out with all the intriguing scenes that are shown.
