Hellsinker - Huge plot buildup before the final boss. After defeating her you are granted the most epic ending of all the time. The screen goes white and the words "The End" are shown on the screen. After which you enter your high score.

It should also be noted that the final boss is a cute white kitten.

Portal - "Still Alive"

Etrian Odyssey - You would expect that the game didn't even bother with a plot after playing through but once you reach the final boss you're given quite a plot before fighting him. The final boss however is quite easy compared to the rest of Lost Shinjuku though. Then again I was at max level when I fought him >_>

And so the ending plays, revealing more information and then the credits play.

Really it mostly comes from the fact you wouldn't expect a game like this to even have a plot.

Mother 3 - Eh... just find out about it on your own.