X-Com is that way for me. Generally about every year, I dig the old games up, do horrible, horrible things to my computer to make it able to play them, and then I go once more into them. Mostly just Enemy Unknown and Terror from the Deep, but Apocalypse makes its appearances too.
What makes X-Com so enthralling for me is that there is always room for improvement, and I feel like I actually do rise to it. I've never gotten to Superhuman difficulty, I am not sure I ever WANT to get to it, but maybe with a little more work I can get off easy
I greatly enjoy Morrowind as well. That game, though, strikes me more about exploration and mythos. I still haven't explored it all, but each time I branch out into a new area, I find something fun. Unlike, say, Oblivion where it feels like branching out nets me nothing particularly engaging. The area is nice, but the mythos is... to familiar, I guess. Too bland.