This, especially the last missions.Binary Domain
This is The Last Guardian - the thread. The entire game is designed to foster a relationship between the player and the boy (as avatar) and the beast (as a friend and companion). It did it so well I genuinely miss Trico.
Persona 5 has been this game for me (aside from the insufferable Ryuji) after the Mass Effect Trilogy.
Tearaway for sure.
Uncharted and The Last of Us--the character quips and dialogue make me feel like I'm Drake or Joel, and their interactions with Sully, Elena, Ellie, etc make it seem like they're people I actually know and care about, which helps a lot with immersion
Binary Domain
undertale!
i mean it should be self explanatory.. but you really get attached to all the characters as youbecome their friends
Ar No Surge
It uses a combination of a really interesting technique that I cannot elaborate on without venturing into spoilers and continuous multiple choices to make you connect with the characters in a way that I didn't know was possible. I legitimately felt for almost every major character in this game and not in a "this is a character in a story" way but more of "I know these people".
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Life is Strange is a recent one that made me feel this way.
Personally I felt closer to Varric and Aveline of Dragon Age 2 than the cast of DA1. Probably because their arcs revolved around their family/social life more than big problems/saving the world. Aveline is one of the best written female characters in an rpg which helps, having a career and a love life that don't revolve around the player, but that your friendship can help her advance in exchange for hers gaining you a strong, reliable ally. That she calls out both Hawke's bullshit and the more 'morally flexible' party members all the time is cool too- her friendship has a price and it's not gift/gift/gift/sex.When I say a relationship I don't mean it has to be a romantic one, I mean more that the characters should feel like your friends, enemies, lovers, etc. I know a lot of visual novels probably fulfill this requirement, but I can't think of many games in other genres that do. For me I would say the Persona series is the definite winner, with the Dragon Age games (minus 2) as the runner up.
Baldur's Gate I+II
.Animal Crossing. Still remember some of the town people fondly.