Anyhow, of mention should be Pathologic, a slow paced pc adventure game with a complex and disturbing plot, and I Have No Mouth And I Must Scream, an older pc adventure game based on the short story of the same name.
And then there's there's the (indie?) game Yume Nikki, which has you essentially wandering around a girl's dreams. Oh and then there's Eversion, an interesting platformer experience to say the least.
Oh, and I always found the ps2/gamecube game Killer 7 to be very warped and kind of creepy even.
