Red Dead Redemption Dishonored Fallout New Vegas Far Cry 3 Wolfenstein: The New Order Wolfenstein: The Old Blood Shadowrun Returns Shadowrun Dragonfall Shadowrun Hong Kong Spec Ops the line The Wolf Among Us The Walking Dead Seasons one and two Batman Arkham Asylum Batman Arkham City Batman Arkham Origins Batman Arkham Knight Hotline Miami Hotline Miami 2 wrong number Alpha Protocol Alan Wake Alan Wake American nightmare Elder Scrolls Morrowind Metro 2033 Metro Last Light Call of Juarez Gunslinger
Just about anything by Telltale Games tend to be essentially playing an interactive novel. Though the gameplay won't be nearly as intense as something like any of the Witcher games. BioWare does pretty nice sweeping RPGs with a huge emphasis on story, so Dragon Age Inquisition will be a similar experience, as will most of their earlier games.
For anything more specific than that I would probably need to be thinking about a specific genre.