I saw someone mention this in our best games of all time thread a while back. And even though its ascii, its one of the deepest and best games I've ever played. Its got a huge learning curve, but definately worth it.

http://www.bay12games.com/dwarves/


http://www.youtube.com/watch?v=JnUz_BfShUw

http://mayday.w.staszic.waw.pl/df.htm - graphics mod to make this game look better!