I've spent an almost embarrassing number of hours this summer playing Skyrim (thank you, Steam summer sale!). If you're looking for an immersive RPG with almost total player freedom, gorgeous scenery and a real sense of adventure... well, you're probably already playing it, but if not, check it out!
At first glance, Skyrim doesn't really offer anything "feminist" to talk about. All male and female characters are basically interchangeable. But for a fantasy video game, this is actually a very big deal.
Apart from the occasional "lass" instead of "lad," no NPC treats your protagonist differently for being a woman. All the plots are the same, and the conversations vary a little based on the race and background of your character, rather than every other stranger saying "lol, you're a woman." Even the armor is completely interchangeable between male and female characters, whether you're going for heavy steel plate, light leather or mage's robes. There are no armored bras and unprotected midriffs here. And when it's time to marry, the game developers skipped any complications entirely. Male and female protagonists have the same pool of characters to choose from, men and women alike.
Skyrim is also full of female characters, doing every job in equal numbers with men. There are both male and female Jarls (the rulers of Skyrim) and advisors and court magicians. The leader of the Imperial army is a man, but the character I take most of my orders from is female. The Thieves' Guild is full of both male and female thieves, and the main plot there centers around a wonderful exiled female character/master thief and bowwoman. I've had male allies and female allies (warriors, rogues and mages), bought from both men and women at the market and in stores, learnt smithing from both male and female smiths, and been contacted by both male and female assassins.
Skyrim is, of course, not perfect. You occasionally stumble across uncomfortable tropes -- the annoying shrill woman and the horrid boss who must be shamed by revealing her sexual indiscretions, among others. But compared to many games in this genre, or most video games period, Skyrim is a celebration of equality. It's clear that the developers realized that one way to make a feminist game does not require a lot of thought or effort. Simply make male and female characters interchangeable and involved in all aspects of the game, and a lot of the problems with RPGs and invisible or sexualized women disappear. Of course, some problematic things remain, but you end up with a huge female presence in the game with a wide variety of personalities and roles, from strong allies to detestable enemies.
And in this genre, that is a massive step forward.