Try SpecOps: The Line. Really. If this won't make you question the world around you, I don't know what will. It does certainly transcend barriers, though the result is quite horrifying in it's case. Still replayed it once, though, and I'm gonna do it again. Because it's just that good of a horrible experience.
There's also Xenosaga, though it's more like an interactive movie, you can pretty much watch it on YouTube leaving out gameplay entirely (indeed, a custcene compliation movie shipped with the 3rd one, to make sure newcomers get all the story). It's a beautiful story, shame it's a PS2-only game. It can also get quite philosophical at times, though it's incredibly complex and thus quite niche, especially with it being a Japanese console game. Some important side materials were never translated, and the game is little known.
Then there's an obscure game called EYE: Divine Cybermancy. It's definitely art, but of this incomprehensible sort you see in modern art galleries. It's a truly mind-boggling experience. Fittingly enough, the authors are French.