First of all, this review has spoilers. If you haven't played, play it. Now. This is one of the most emotionally engaging games I have ever played, with a brilliant story, fleshed out characters, and superb atmosphere. You may hear people complain about gameplay issues, and there are some legitimate flaws in this game. But if you are looking for a wonderful example of video games as art, look no further than RDR.
Let's talk about Roger Ebert for a second. He claims that the reason video games are not art is because of the interactivity between the work and its audience. People have really criticized him for this statement, but to me it is an example of a man who deeply understands his own medium (film) but then assumes all other mediums follow the same logic. Every artistic medium has its own unique features, and one of film's most defining aspects is the almost total lack of interaction with its audience. Even in live theater, the audience contributes with their applause. In film, the audience is always in the moment, usually without even an intermission to pause and reflect. This is also why film is so powerful, especially as propaganda: Birth of a Nation would not have worked as a play, because it would have depended on the audience's responses, which could very well have prompted boos.
Other mediums have different levels of interactivity. Paintings, for example, are extremely interactive: letting people look at a still image for as much time as they care to, and drawing their own conclusions about it.
RDR is a perfect example of how to use interactivity to deliver an emotional point. Spoilers ahead. In RDR, you spend the whole game in the shoes of John Marston, and as likeable as he is at the beginning, the player starts to become at ease with him as the game progresses. The player becomes emotionally invested in the character. And then he dies. And the game KEEPS GOING. You play as somebody else, and never get to hear John's voice again. It's somebody else spurring their horse, or shouting profanities at outlaws. John's absence is felt in the game in a way that is not possible in film, because the player had not only an emotional investment in him, but a personal one. Nobody needs to say "I wish John was here" because the player feels it. It's one of the saddest, most powerful reactions I've ever had to anything.