Half-Life (2), definitely. Especially 2. I love the whole "industrial setting" in the first... well, most of the game.
Also, the jungle parts of MGS3 have mad ambience. Battlefield 1942/2 are two more, when you get a good game going. There's nothing like popping out from the back of a rock, killing two USMC guys with an AK-101, rushing in with your squad with APC fire backing you up, looking up to see a friendly jet run some bombs, rushing in and capturing a flag, all the while distracting an enemy attack chopper while your AA, Anti-Tank, and APC friends take shots at him. To add to that, the ticket score is 49 - 51.