Distance - an arcade racer that plays like a good 3D sonic game, has a cryptic story, and has elements of horror. Completely bonkers combination but it works super well.
Thumper - another very fast paced game, but also a rhythm game. The devs label it as "rhythm violence" and it fits. The music is percussive and ambient, mostly consisting of the sounds of you slamming through turns and hitting the a button with ferocious intensity. Levels can take well over 30 minutes.
The Beginner's Guide - might be more well known but imo this is a must play for anyone who does anything creative. It's a two hour walking sim, but I feel like it's a story best told as a game.