-FALLEN LONDON and its sibling games, Sunless Sea and now Sunless Skies - really brilliant and unique storybuilding
-The Secret World/Secret World Legends, because i can go into absolute rhapsodies about the writing in those games all day long (shame about what Funcom is going to the actual game)
-Warframe as a lot of grinding but i think it solidly falls into the science fantasy category tbh, and again i think it's rather unique
@InspectorCaracal more bits as i comb through my steam list...
Analogue: A Hate Story. really interesting presentation. gets heavy in a way that definitely sneaks up on you to stab a dagger in your back.
BASTION. if you wanted to include Transistor for science-fantasy that is also good, but Bastion is really one of those "if you haven't played this yet What Are You Doing" ones.
Dishonored/Dishonored 2 i think serve up an interesting and unique world as well.
@InspectorCaracal Dr. Langeskov, The Tiger, and The Terribly Cursed Emerald is free, short, and kind of hilarious if you want a hilariously meta detour into video game stories.
Emerald City Confidential is one i'm going to toss in here as representative of the modern point and click adventure games. but that's a huge untapped resource. Wadjet Eye games has a lineup that i haven't actually played yet, but you might really enjoy - Gemini Rue is sci-fi iirc, and new stuff besides.