Some examples of cool storytelling techniques I have seen in video games:
Assassin's Creed's Animus - Even though they went and destroyed the story, the storytelling method of looking back through your ancestors eyes to fit together things in the present is very brilliant.
Legend of Zelda's Time Shenanigans - The non-linearness of it is very interesting and makes an otherwise 'save the princess' story into a Legend.
Fire Emblem's Character Supports - It surprisingly adds a lot of emotional value in the game.
Portal in General - Seemingly innocent experimentation slowly turns suspicious and hints at a hidden sinister plot through the many subtle hints thrown at you, especially through the Rattman Caves.
I will post more on this later. I have been meaning to put all this storytelling stuff I have found in video games together in a list. I might as well make this a thread.