Most great platformers have allready gotten a mention, but I'm surprised no-one has mentioned Delphine's Another World and Flashback yet. If Turrican is a platformer, then these are too in every aspect.
Another good one is Heart Of Darkness for the PSX. Seriously underrated, it featured a lot of original gameplay ideas, great FMV cutscenes and an orchestrated score played by the London Symphony Orchestra. And the game itself was so hair-raisingly difficult that you'd want to go nuts with a sledgehammer on your PSX at times. Still it was good enough to keep you from throwing it away in frustration. Barely.
My all time favorite though is Turrican II for Amiga.