Well Breaking Bad is a series and Uncharted 4 is a pretty short, intense ride, so it's a little apples to oranges comparison, but if I compare the first season of Breaking Bad (the only one I've seen) to Uncharted 4, which are both a few hours worth of entertainment, I don't remember the storyline of Breaking Bad being any more intricate or innovative, I mean, terminal patient does questionable things with an unlikely sidekick with expected results.
Of course I may be entirely wrong, it's been some time, but I remember both leaving a similar impression on me.
>the first season of Breaking Bad (the only one I've seen)
Breaking Bad is one of those shows that gets better with every season (the Metacritic score goes 73 → 84 → 89 → 96 → 99 from season 1 to season 5). The first season wasn't really anything special but it's gangbusters by the end.
Edit: to explain a touch more - I liked the story and its characters more, and even though I played it over 2 years ago I still remember the story pretty well. Breaking bad had a couple interesting points but I couldn't tell you what happened between seasons or really much outside of the main points.