Art, huh? Depends on the game, and the definition of art, really.
If I had to suggest an "artsy" title, I'd suggest something like Cloud for the PC. It's a freeware title, and an interesting game in general, though it's a bit restricted because it sacrifices gameplay in favor of the artful message. So, it's a strange juggling there.
If I had to single out a game that is artistic without needing to change what gaming is to make it artful, I'd bring up Jet Set Radio.
So yeah, I'm going to go with Jet Set Radio.