I posted this on Catholic.com's forum (I am Roman Catholic by the way. Please don't flame me!). I thought I should post it here too.
SPOILERS FOR KINGDOM HEARTS AND FFVII
Kingdom Hearts:This game stars a boy named Sora who has been chosen to fight the Heartless before they can engulf the various Disney and Squaresoft realms. To make things more interesting, Sora's friend Riku is being deceived by the villains, but this deception doesn't hurt Sora's friendship. If anything, it actually makes it stronger, and Sora never treats Riku hatefully for what he's doing. Instead, he's very patient with him and never gives up on trying to get him to see the light. (And he does, close to the end)Before the final battle, Ansem (the main villain) gives us his philosophy for why he's being so evil. Sora denounces it, telling him he's learned that "deep inside, there's a light that never goes out!" (God, perhaps?)
Final Fantasy VII This game has a character named Aeris who becomes a martyr for your band of heroes when the evil Sephiroth kills her. (The game gets kudos for doing everything possible to make you hate Sephiroth. They show his past, where he burned down the main character's hometown. They also show him sacrificing his own cult of followers for his plan. And the ultimate crime: not only does he kill Aeris, but he almost succeeds in making you do it first!) Also, another character, Cait Sith, betrays you to the other major villain, an evil corporation called Shinra. But he quickly realizes his mistake and actually helps when two of your heroes need to be rescued. (Okay, so he's not the best help you could have, but any port in a storm, right?)
of course, the Lord of the Rings games qualify, as does the upcoming game based on The Lion, the Witch, and the Wardrobe, which will be released to tie-in with the movie.
I'm sure there's more, but these are the only ones that come to mind.