The Void - Very great innovative game with interesting gameplay and world, also russian. Russian games are also ****ed up, but good
Call of Cthulhu: Dark Corners of the Earth - One of the best unknown games I've ever played. The story is really good, you play sneaky scenes, escape scenes, actions scenes, you discover ancient ruines under the ocean, trap filled islands and whole lot of other stuff. Oh yeah, and your character easily freaks out and is afraid of heights. So no looking down and no looking at creepy mosters for too long. It also has a health system where can apply different medic stuff on different limbs of your body. If you jump down somewhere you also may break your leg.
Cryostasis - Another gem. Was released not long ago. You are trapped in a abandoned ship while outside everything is freezing. Actually, even the inside is so freezy that the game's health system is based on heat. You can hold your hands on warm objects to regain health. On your journey through the ship you discover bodies and you can relieve their last minutes and try to save them, often opening up a way for you to go on. You can also play a polar bear one time. After you adjusted to the whole body switching and saving life stuff it gets extremely WTF-like. Honestly.
There are a lot of other games I would like to suggest, which were a lot of fun to me but I decided to only talk about innovative games where the story is main focus and which will be remembered a long time after completion.