That's the top award of the 2009 British video games "Oscars" - what an outstanding achievement for one of the best games ever (second only to Super Smash Bros. Brawl in my opinion)!
It beat off competition from Grand Theft Auto IV amongst others, which is interesting given the very different natures and target audiences of the two titles. Here's a quick summary of all the BAFTA Video Games Awards 2009 winners:
Best Game: Super Mario Galaxy
Best Action & Adventure: Fable II
Best Sports: Race Driver: Grid
Best Strategy: Sid Meier's Civilization Revolution
Best Casual: Boom Blox
Best Multiplayer: Left 4 Dead
Best Handheld: Professor Layton and the Curious Village
Gameplay: Call of Duty 4: Modern Warfare
Story & Character: Call of Duty 4: Modern Warfare
Artistic Achievement: LittleBigPlanet
Technical Achievement: Spore
Use of Audio: Dead Space
Original Score: Dead Space
People's Choice: Call of Duty 4: Modern Warfare
The biggest surprise has to be that GTA IV didn't win any awards, despite being nominated for seven! See the official BAFTA site for more details, including all the nominees in each award category.