Limbo is a very famous indie XBLA platformer that recently got ported to the PC, giving me and many others the ability to finally play it. At its core it is simply a platformer with some puzzles but what makes it great is its style.
It is wonderfully dark, and I am not just talking about the graphics. The giant spiders, zombie worms, murderous children, and effective traps are all fantastically realized and delightful cruel, made all the more poignant because you are playing as a child. And while the officially explained plot is minimalistic I think it is safe to say that it all takes place in a dream that he has after falling asleep in a forest.