Thief 1 and 2
Unreal
Morrowind

GTA

Blow up a building, mug someone, shoot someone and yet get off scott free if you get back to your motel room before the cops do.

Omikron: The Nomad Soul has quite an interesting world, actually - futuristic but in a slightly off, slightly alien kind of way...

And hilarious dialogue :). Really charming game, disgustingly underrated.

What about either of the Alice games, they have pretty fantastical worlds.

I was coming here to post about he Oddworld games. They probably fit the bill, although they aren't strange, they're odd.

All the Ice Pick Lodge games take place in strange worlds.

Deadly Premonition - small town full of weird (and mostly very likeable) characters that literally goes to hell every midnight.
The Cat Lady - dark, often monochrome world seen through eyes of a depressed person + regular visits on surreal Other Side.
Sanitarium - you need to play it to the end to see who and what's real. Some of the worlds you visit will stay with you forever.

Can it be cartoonish? If yes, then try Little Big Adventure.

Yeah, the writing's awesome.

"I'm the Milkman. SPECIAL DELIVERY TODAY!"
you could say it's a...

"puts on shades"

odd world.


YYYYYEEEEEEAAAAAHHHH!

Missed InfraSuperman's Realms of the Haunting suggestion. It's dirt cheap so I immediately bought it. Thanks, and... why had I never heard of this gem?

Played the original, but it didn't do much for me.

Is it any wonder that the main character of the game most mentioned in this thread has the same name as I do? :P

Lovecraft meets Dystopia with Bowie kinda way I'd say. :)

It was even given away for free on a IndieGala promotion. And bundled a couple of times.

Anyone wants a Steam key for it?

I dont see any game with a protagonist called Arseface.