drealmer7: If you mean an adventure game that is as good as TLJ, no, you won't find anything that really comes close that I know of. There's a game called "Pathologic" that seems like it might be great, but I've only played it just barely so far, and it's completely different than TLJ as far as content, mood, etc. There's two from the same company that I've not played yet but seems like they could be great even though they seem very short: "Gemini Rue" and "Resonance." There are other very good adventure games and they all vary with how good they are and in what they are great at, but TLJ is the tops. From here try The Last Express, the Gabriel Knight series, Shadow Man, Sanitarium, I Have No Mouth and I Must Scream, Rex Nebular, The Journeyman Project games, URU, Fahrenheit (Indigo Prophecy), they are all quite good. Then there are even games like Beneath a Steel Sky, Phantasmagoria 2 (the first one is less good IMO), Return to Zork, Zork: Nemesis, Zork: Grand Inquisitor, Dragon Lore, Gray Matter, Spycraft, the Sam & Max games, the Tex Murphy games, even 7th Guest and 11th Hour (if you like puzzle adventure games) that are good/have good elements and you will probably enjoy.
There are a few of course that GOG doesn't have that deserve a mention. They are the Lucas Arts adventure games, which I'm not going to list all here, but these few are exceptional adventure games. Loom, The Dig, Full Throttle, Day of the Tentacle, the original Sam & Max Hit the Road, and Indiana Jones and the Fate of Atlantis, and Grim Fandango.
If you meant any game (not just adventure) that compares to being such an excellent piece of art in the medium of video games, there are a few that I hold up there with The Longest Journey as being not just my favorite games, but games I really think are pieces of art that should be played by anyone who thinks they can appreciate it. They are:
Planescape: Torment - The overall writing and the way it was written are phenomenal. The themes, the characters, the story, the settings, are all great and no other games compare. My favorite game ever.
Fallout 1 and 2 - Really a package deal, if you play the first one and love it, you'll love the second one too. Story and setting are superb. The characters aren't just individuals you meet, but entire towns and factions that run them which gives a different type of characterization to the game than most games.
Arcanum - Again, setting and story. Even better individual characters than the Fallout games because it's not just a desolate world of groups of survivors and towns that have sprung up to suit them, but is an established old world with deeper politics than who has the power to survive the wasteland. Not knocking the Fallout games, certainly, just differentiating them from this (because they are completely different and shouldn't be compared other than to say "unique atmospheres with deep stories within them.")
Interstate '76 - A really great story with strong characters, setting, and the best music in a game, ever. Just because a lot isn't typed here, doesn't mean I'm not shouting from the rooftops "play this great game!!!"
System Shock 2 - This is a very good story made even better by the atmosphere that surrounds it along with the fact that the story has two levels to it: 1.) the story pretty much already happened before you start playing and you just have to go find out what happened which is revealed slowly through the finding of logs aboard the ships, and a little bit with things happening to you 2.) then you have your story, with your presence there helping the story that has already happened unfold into your experience and what is happening around you as you uncover the mystery. All the other games I listed have great atmosphere, but this takes it to another level (which is required in a haunted ghost-ship story, because the main character aside is the ship you're on) and really fleshes out what it is to have an inanimate object be a character (standard in haunted house and ship stories, but only done effectively well a fraction of the time.)
There are a few games that I have yet to play that are on my radar as possibly great games as well, they are: Omikron: The Nomad Soul, Anachronox, and Outcast.
Hope this was helpful!
I'm just amazed how many matches are among our favorite games in your comments.
Phantasmagoria 2, Resonance, Shadow Man, Rex Nebular, Dragon Lore, Gray Matter, Spycraft, Tex Murphy, Indiana Jones, System Shock 2, Omikron: The Nomad Soul, Anachronox, and Outcast.
Quest: Innocent Until Caught 2: Presumed Guilty, Gobliiins Trilogy (especially the second part!), Curse of Enchantia, The Colonel’s Bequest, Broken Sword I & II, The Last Door, Neverhood, To the Moon
"Dark" games that can cause depression and spoil the mood, but with a very strong atmosphere: Fran Bow, Downfall, Cat Lady