Basically what the title says. I've only played two games like this so far (Silent Hill 2 and OMORI) and am looking for more.
Could be games, ROM hacks, mods of existing games, etc.
EDIT: So many great suggestions! Getting a bit overwhelmed by how many there are, so I'm going to need to find a way to put this in some kind of list with an order to play the games in. By all means, keep 'em coming, though!
a world where each person only has only ten years to live and is forced to fight throughout in a never-ending war between two nations in a decaying land. There's a lot of depth surrounding the main characters, especially joint protagonist Mio who has only 3 months life remaining at the start of the story. Game gets real fucking dark.
And nah you don't need to play the first two to enjoy it, as long as you avoid the DLC expansion as that's the series conclusion.
Edit: also the most believable and well written romance between two characters I've ever seen in a game and the fantastic VA makes a huge impact (all UK talent - Mio's VA is better known for Peaky Blinders, Jenna Coleman is better known for Dr Who, for example). And anyone who says they didn't cry in chapter 5/6 is a liar.
Xenoblade has no relevance to anything that came before it (aside from a small couple of references).
Xenoblade 1, 2, 3 can be played in any order. They are self contained aside from certain references. 1 is more serious, 2 vastly more light-hearted (for most of it, anyway). 3 takes place countless centuries after the other two with references to them in certain circumstances, removes the anime-ness of 2 and makes things vastly more serious. There's really nothing lost playing them out of order.
Playing in order gives you the "oh shit, it's that place", or person or music or whatever experience as you go on, but you would get that just as easily in any order I'd imagine. And the game works great on Yuzu on PC in 4k too.
Edit: yes there is an overarching plot in the trilogy, which reaches its conclusion in 3's expansion. But the games are structured in a way that is best for new players while rewarding long term fans.