They clearly heard the complaints about lack of story in the first game. This one is bursting with it. I thought I was done with Tiny Tina, but while doing a later mission in the game I came across an Echo that was a firsthand recording of what made her who she is. Great stuff.
Yeah for once I actually want to find and collect these audio recordings in a game. It seems like after Bioshock started the trend everyone copied but they did it just for achievements and they forgot to make it interesting. Humor and decent writing goes a long way towards making things interesting, take notes devs.