Mother 3 is probably the "best" one, with a lot of commentary on topics like environmentalism, capitalism, and colonialism that most Nintendo games would never touch. But I'd be remiss to not mention Kid Icarus Uprising of course. It's impressive for packing in an episodic-yet-serialized narrative balancing a lot of subplots and character arcs with a few fairly novel plot twists (the one with Medusa of course being the most infamous), with cinematic storytelling and voice acting all the way through... on the 3DS of all things!
There are games like Majora's Mask with subplots I love, but looking at a narrative as a whole, it's definitely those two games.