My favours: Hitman (
Codename 47,
Hitman 2: Silent Assassin,
Hitman: Contracts,
Hitman: Blood Money), Baldur's Gate (
Baldur's Gate +
Tales of the Sword Coast,
Baldur's Gate II: Shadows of Amn +
Throne of Bhaal). I must name too
Half-Life and Arx Fatalis. I'd like to try Max Payne but it crashes on my mech from some reason.
If you are looking for adventure, exploration and puzzles and the elements characteristic for adventures: inventory, chemsitry, physics relating weapons and movement, and realistic effects etc. I'll name
Arx Fatalis (which is very sweet and friendly, less realistic, but still has considerable level of brutality, mystery and adrenaline),
Morrowind (if you're not fan, it will be indeed boring) and
Oblivion (this one ist sequel of morrowind, but much more interesting. Physics present, scary elements and adrenaline too. Bad for some people would be it has much much more other elements). More on the links I gave. Horror 1st person shoter I'll name would be
Clive Barker's Undying. Not that scary at all...
As far as I know, physics, realistic graphics and scary monsters would be available in one still not (or yes?) released game, Crysis. Video clip with engine demonstration and few seconds with one of the monsters (which is
worth seeing and hearing) would be here:
http://www.gamershell.com/download_13104.shtml
If you would like to have some more entertainment in the spirit of penumbra, you would probably like to try this one out:
http://www.newgrounds.com/portal/view/189227 ( click on "Play this game" )