As mentioned above, Alpha Protocol is a decent secondary option. It's not exactly morally gray in the way Witcher is, as you are trying to defeat a villainous organization who plan to do bad things. But what it does do is refuse to place judgments on your choices. You can play as either a self-sacrificing hero, albeit with a cocky smirk, or you can be a heartless killer with no regard for human life. And the game does nothing to track your moral alignment a la Mass Effect, nor does it lock off any choices or abilities; each choice is a distinct event with unique consequences. The gameplay is dodgy at times, and the graphic are worse, and the story is needlessly convoluted, but it's a good game that may offer what you seek.
Also mentioned above, Dark Souls. This may not be exactly what you want, but I always recommend Dark Souls. And the story, what little of it you can piece together, is very, very gray. As in, it's impossible to tell right from wrong, and there are definitely no good choices. The villains are only mad gods and fallen heroes who have watched the world decay, and you are nothing more than a solitary survivor removing them as the obstacles in your path. It's a deliciously hopeless setting where you can't win, only put off losing.