6. Agro the horse - Shadow of the Colossus
Shadow of the Colossus is a lonely experience, a bewildering game in which you're never completely sure of the morality of your actions. You quietly make your way across the game world, until you reach one of your giant opponents, battle them to the death, and then continue on your way. Throughout your quest, Agro the horse is your one and only friend - someone who is always there for you, who never questions your actions, regardless of how you may personally feel about them. You never exchange a word, obviously, but the bond that builds between you is an incredible thing, one of SOTC's many remarkable achievements. And of course, this companionship plays a vital role in the game's emotional conclusion.
5. SHODAN - System Shock 1 and 2
Okay, so we're being a bit liberal with the definition of "companion" here. SHODAN certainly isn't your friend, but she's an enduring presence who remains with you throughout your adventures in System Shock 1 and 2 - and indeed long after the game has finished, if you're susceptible to nightmares. Like the dual influence of Atlas and Andrew Ryan in BioShock, SHODAN is a character who is built almost entirely around her voice... and what a voice it is: SHODAN's icy mechanical tones, echoing through the shadowy corridors of the Von Braun spaceship, are enough to make your blood run cold - even on the rare occasions when she's working with you. She's the world's most advanced AI, she's utterly evil, and she could eat both Skynet AND Andrew Ryan for breakfast. Be afraid, be very afraid.