sure, a story helps too, but the characters in any given form of media (sans gaming) have much more meaning than anything else. the finest example of this is the wonderful bone series. jeff smith crafted an amazing world, with spectacular characters. then the plot line ended, and the bone brothers forever left the valley. seriously, i wanted to start bawling as i closed the last issue. i just devoted 4 years of my life to buying each and every volume that came out, and now it just ended. never to be seen again. okay, the valley is still going to be revisited in spin offs, but that's exactly what they are; spin-offs. it just won't be the same.
  another example is the fantastic anime, neon genesis evangelion. sure, it has kick-ass action scenes, but if they honestly cut all that shit out and just focused on each of the characters daily lives, it would of been just as great in my opinion. the (two) endings (so far) have definitely not helped with wrapping up the characters; it just made me feel worse when i got to the last scene in end of evangelion after enjoying most of it. i finally got around to watching 1.01 you are (not) alone yesterday, and it just reminded me of how fucking amazing the characters are (on a side note, remember how there were no nipples in the tv series? well they're here!!!!!blowme!!!!!(.Y.)).
  the only slight example i can recall of this in gaming is half life 2. the original half life didn't really have other characters involved in the main plot besides gordon and the g-man. half life 2 introduced like a, well, family that i felt you were proud to be a part of.

so i ask you; do you have any examples of where characters have meant much more to you than the story? i'd really like to hear some gaming once; i couldn't think of shit.