Metal Gear Rising story really took me by surprise; Bayonetta and Vanquish were great, but Platinum came short in narrative in these two games.
Rising, on the hand, delivers a story that is both over the top and silly, but works well as an allegory on war, violence, abuse of power and the absurd of it all.
Though I think they handled Raiden's story arc in a less than ideal way, the idea that the "Fighting for Justice" speech may be just a way to disguise the worst in ourselves is unsettling, to say the least.