In trying to judge what bits makes a game "art" as opposed to simply a good game, I began thinking about what normally seperates the art movies from the mainstream explodaramas.
You need a distinctive and consistent visual style.
Just like a good movie, the game should have characters with depth and good portrayal of personality (usually boils down to the quality of writing and voice acting).
It should engender an emotional response in the player. They should care about the people, and what to see more of the world.
The story can be linaer, but should not be predicatble.
Based on that, I'd say the Legacy of Kain series, starting with (and especially thinking of) the Soul Reaver line might be a good fit (the original game might have set the backstory, but wasn't that brilliant on its own). It has a solid anti-protagonist, good voice work, a wellcrafted and beautiful world, and a plot that sucks you in and make you want to know more about your fate and the fate of the world. Raziel goes from an angry and bitter seeker of vengeance, to a desperate man fighting to escape his fate. Every turn he takes seems doomed to put him further into trouble.
It's also fairly linear and storydriven, meaning a new player will not lose track of the big picture by endless sideqeusts. It is also not Nintendo Hard.