Out of all the games I have played over the years I have never been so immersed in the story of a game like The Darkness. The Demon possessing you truly feels like another character, and even though you control it for most of the game it never seems a part of you. Especially in the Hell levels where you travel into the world of the Darkness, and a boss fight you win by not fighting (something that took me ages to find out, and was a surreal experience).
Another weird moment is during a loading screen. To cover the load, and narrate the plot, there are scenes of Jackie standing in a dark room illuminated by a spotlight from above. He gives little monologues giving a bit of backstory or just cleaning his gun, and they are very nice. There was one, though, where he is simply standing there, and all of a sudden a noise is heard out in the dark. For me that was a big moment in the game. I had just accepted that he was standing there narrating, but now I saw it in a different light. Where actually was he? The darkness and the light took on a totally different meaning. He wasn't just standing there. He was trapped there surrounded by the darkness that had invaded his soul.
The game itself has flaws, the levels are fairly open, but it is far too easy to get lost with no map to show you the way. The Darkling AI can be frustratingly useless, there are too many loading screens to get to different sections, and the last level at the mansion was a bit of a let down.
Those are things I can completely ignore as it is one of the deepest games I have ever played, despite how short the story actually is. As you alluded to you can watch TV. There are a few scattered around, and they each have 5 or 6 channels with actual programs on like movies, music videos, and cartoons. In addition there are notes with telephone numbers on scattered about the world. Pick them up, and you can call the numbers, each with a different message.
Not wishing to spoil anything, but the ending is very strange, and bittersweet. If you don't have this game, buy it now. It's dirt cheap, a good action game on its own, and is the best example of storytelling in a videogame ever.