Dwarf Fortress

Not a game that can be carried, but at least given a mention! It's a single player, real time strategy game set in a fantasy styled world.

You start with 7 dwarves and an empty cliff face in which to mine out your own dwarven fortress. If your fortress falls to goblin invasion, reclaim it with a band of warriors. Or explore the world as a single adventurer and maybe even find and loot your old fortresses.

The game is incredibly deep and extremely addictive. You will find yourself sharing stories of glory or mishaps with your friends. Read more features here.

Dwarf Fortress is currently still in alpha but is very playable as it is. There is a useful wiki site to help get started with the game.

Did I mention it's rendered out in ascii?

Bay 12 Games: Dwarf Fortress website