At GDC this year David Cage, the head of the studio behind Heavy Rain, talked about his issues with games as they currently are. More often than not, there's a distinction between the gameplay and the story. Take a game like Uncharted 2, where you'll be running and gunning and having a blast, but all the central story moments are in isolated cut-scenes. It's a valid complaint, and something that developers are trying to tackle.
One of those developers is Funcom in their upcoming MMORPG The Secret World.