BioShock Infinite

https://www.youtube.com/watch?v=YPmzA_cRMgM 

As twists in gaming go, few have ever approached the genius that was the original BioShock (would you kindly?), but Irrational Games at the very least equalled it with BioShock Infinite's ending. After your long struggle against Comstock, during which you witness all of the worst flavours of humanity, such as greed, racism, segregation, exploitation and more, you find out that Booker is, in fact, Comstock! Wait, what?
Yes, Booker is a younger version of Comstock, who travelled between universes, each of which features versions of Booker and Elizabeth after different choices were made. Elizabeth is also actually Anna DeWitt, Booker's own daughter.
At one point in the past, Booker became Comstock (during a baptism to atone for his sins during the war), and to stop his terrible actions in the future, Elizabeth explains that they must intervene. Booker proceeds to be baptised in the past, allowing several different Elizabeth's (from different realities) to drown him, thus ending the atrocities that would be committed by his future self. Yep, that's pretty heavy stuff, and made for one hell of a great game ending.