The Fallout games often exemplify this: nearly every decision you make is morally ambiguous, and often has far-reaching repercussions in the story and world.
IDK if i'd go that far... there's usually clear paragon and renegade pathways. I'd agree that they do include a few morally ambiguous quandaries, but they are not regularly encountered.
FNV is peak franchise, IMHO. Master's study of how to make a sandbox tell a narrative.
Also, and this is trivial tiddlywinkies, the designers bothered to do a little bit of light reading about how guns actually work. I am continually distracted by impossible mechanisms in later FO games.