[manasecret]

Hmmm... tough question. I think you could write a long essay on such a topic and still not cover everything.

My first stab at it... I think all the different things you can think of that make a game (graphics, sound, story, gameplay, art direction, controls, etc.) can -- if they're good enough -- each individually pull you into a game. Some games do it one way, others do it another way, and yet others do it another way. I think if you can accomplish one aspect extraordinarily well, it will always pull in some class of gamers.

Examples:
Graphics: See FFVII and beyond. I imagine Uncharted fits this mold as well. (Yes, these games do other things well, but remember right at the beginning how much just the graphics alone immediately immerse you into the game.)
Art direction: World of Goo. Again, other things keep you immersed, but the art direction alone immediately immerses you.
Controls: Wii Sports

Other examples?

Maybe these aren't the best examples (except Wii Sports) where a game does just one aspect extraordinarily well that keeps you immersed, since each one has a combination of extraordinary aspects that keep you immersed.