Few games use only one character, there is almost always a fairly high amount of supporting characters both in support and opposition of the protagonist. These characters often add a degree of depth and intrigue to a story as they involve themselves in both the main story as well as numerous sub-plots.
There are a few games that jump to mind, both new and old, that boast a solid supporting cast. The most obvious ones being games like Mass Effect. Looking at ME over the years it's obvious that it was meant to be looked at as more than just the story of Commander Shepard, it's the story of the group of diverse individuals banding together to overcome insurmountable odds. The potency of Mass Effect would be highly diminished without its core supporting characters that added such character to the Mass Effect universe.
In Mass Effect's case the player is able to easily identify ways in which the supporting characters change the story but also how the story, and your choices, affect the characters around Shepard. The consequences of your actions are felt within your comrades as some of them suffer due to various choices you make throughout the game even sometimes resulting in death.
We would have had a much less colorful experience had it been a solo performance by Shepard. The Mass Effect supporting cast gave the franchise that distinct sense of camaraderie that has aided in ME's appeal.
Another game franchise that did this well was the Fire Emblem series, simply because the main characters almost took a backseat sometimes in favor of the wide variety of characters you could use to assemble your forces. One commonality with the Mass Effect franchise is the presence of consequence; Fire Emblem did this extremely well with the finality of all death that occurs. There is no second chance for a character that falls in combat they either retire for the remainder of the game if they are story relevant or actually die.
That sense of consequence really helps create a very real feel to many of these characters. The thought that you could potentially lose them if you aren't careful pushes players to go through the game with a conscious sense of cause and effect.
The supporting characters in a story are often what make them so memorable and dynamic. Humans are made for contact and interaction and that is reflected in the stories we tell, games being no exception.
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