Well, Fallout was one of the first PC games I remember playing all the way to the end basically non stop (Well over the coarse of a week or so with stops to eat... oh and sleep, but not much) but Fallout 2 was better in almost every way and kept me up on the "Just one more quest" gameplay. Then again, as recent as Fallout 3 had me putting all my other games on hold just to get the s**tty ending... then again when all the DLC came out to get to slightly better ending and pew-pew inside a spaceship.
...So I'm going to cheat and say the whole Fallout series
If I can't then... American McGee's Alice
