Bioshock, Half Life 2, Portal, STALKER, Audiosurf, Mirror's Edge, Crysis...
Not to mention flash games like Time Fkuc, Dino Run, Exmortis, Purgatory, The Company of Myself, Don't Look Back, Meatboy...
Too many games are true art either by their graphics, their clever writing, their atmosphere, the gameplay, how much is the player immersed in that world... And how deep they reach in us.
Just an example: if you played "The Company of Myself" and the final revelation didn't shock you and made you sad you have no soul.