What games do you consider to be "artistic"?

If you want to talk about games that are immersive then how about ones that offer a robust Character Customization system? The Mass Effect trilogy is praised for not having you play as Commander Shepard, you are Commander Shepard. Likewise boot up any WWE game or UFC and you can have Lesnar fight Taker or Griffin fight Miller which is cool. What's even cooler is the ability for you, yourself to fight Lesnar (or AJ if you prefer) or Griffin. To not play as someone else's idea of a hero, play as your own vision of the hero. If the game lets you go to town on the world transform it into Buffy the Vampire Slayer if you so want.

The single biggest advantage videogames have over movies is pacing.

Movies are forced to run on a timeline of typically 1 1/2 to 2 hours and convey a specific idea and script, no matter how complex or simple. An example would be the scene of Luke and Obi Wan entering Mos Eisley from Star Wars Episode IV: A New Hope. A brief minute is given to show you the town and it's inhabitants, including the cantina scene, but afterwards they're forced to move on with the plot no matter how many questions the viewer has about the scene or even if the viewer enjoyed the setpiece's visuals.

But in videogames, it's the player that sets the amount of immersion given. You can take as long as you want and sometimes even question anyone and everyone if you like, provided the gameplay allows it. Want to spend a whole day exploring the Imperial Capital and it's various markets and denizens in The Edler Scrolls IV: Oblivion? No problem! Want to just travel to the mountaintops and enjoy the view from above? Sure, go right ahead! This even applies in some of the more railroaded games: players interested in picking up on the plot in a game like Call of Duty can loiter for a bit and listen to the background conversations, which sometimes add in a bit more to the plot. Granted it's still awfully thin on plot (or sometimes even plausibility and/or sense in some cases), but it's definitely there; the Black Ops series did this best, along with the first Modern Warfare. The intel collectibles serve a similar purpose, giving you perspective and information that the main character would otherwise not have access to and further fleshing out the universe. Provided they're decently written, of course... Crysis 2 was TERRIBLE in this regard, it had some of the most redundant and pointless intel pickups I've ever seen. They added absolutely nothing to the plot and basically told you what you could easily interpret or imply from the main plot and setting and in such a dry manner.

I know we mentioned the original Bioshock but...

Bioshock Infinite - The storyline is great and complex, and the scenery, unf. I wish there was like..a free mode where you could just walk around Columbia and not kill anything, just look at the architecture and stuff.

And...

Fire Emblem: Awakening. The storyline, plus gameplay, and the artwork. Oh, and there's Henry too. Henry is art all by himself.

Journey. Amazing imagery, a great story that tells you what happened without letting dialogue get in the way, a deep mythology behind it, amazing music...

Chrono Trigger.

Not to dismiss anyone's ideas on what games are artistic - they certainly all have merits for that argument - I think a major factor that can make a game artistic is if it can be played artistically.

One of the most important aspects of the medium is its fluidity and action. Whether it's more measured (like in a turn-based game) or more frentic (anything that could count as twitch gaming), there is the chance at great artistry if the gameplay itself allows for it. In that respect, you could liken it to dance, acrobatics, or physical emoting during acting.

With that in mind, I'll throw out a candidate that perhaps nobody would have seen coming without that introduction - New Super Mario Bros. Wii. Not to say that you couldn't have some great moments in previous Mario games (particularly the people who could do things like wall jump in even the earliest installments), but the Wii version is where I found Mario's motion to be at its most beautiful. Particularly in the final battle, there was a ridiculous level of acrobatics and grace in that confrontation. The wall jumps, the propelling over lava after making leaps of faith, dodging blasts of fire... it was artistry of motion, and I was amazed by it even as I was doing it. I almost couldn't go play a different Mario game afterwards because I felt like they would all let me down after that.

Marathon-Story, characters, universe.

Don't know if this has been mentioned yet, but Planescape Torment, for Story, Characters, and Setting. It even has a theme: 'What can change the nature of a man?'