In Dark Souls and Demon's Souls stories emerge naturally from the environment, or from scattered information. It's a puzzle with many pieces missing, but there's enough information to see the basic image. Occasionally, a small revelation will make me smile or gasp. A few lines of dialogue have more impact than I've seen in half-hour cutscenes elsewhere.
The Souls games are beautiful examples of organic and restrained storytelling. There's room to discover my own sense of the world, but still plenty of scripted elements. Finding information in a natural way lets me feel the story instead of just understand it.