Shadow Hearts: Covenant gets a big ol' honourable mention because it's incredible and Joachim CHAMPION OF TRUTH AND JUSTICE GRAND PAPILLION is the best.
In some ways Shadow Hearts is better than Covenant, especially when it comes to the mood, flow of the story and some of the humor. Covenant is a bit more over-the-top in that regard, for good or bad. But both are basically just one half of a whole, so both are necessary games to play. It's really amazing how Covenant takes a character from the first game and develops them further to a tragic antagonist. You also have the alternative history aspect of Shadow Hearts as well, the travel aspect and the Lovecraftian elements (heck, third game has Lovecraft in it), that just makes it such a unique game. And of course, building Shadow Hearts from Koudelka is amazing in itself as well.
One of the franchises I wish were given a sequel/prequel/spin-off or reimagined.
Let's not forget the dollhouse from Shadow Hearts as well:
And the hilarious or creepy enemy descriptions:
I mean, it has literal ass-eating frog: