I should mention a few good examples. The poster child for a mature game always is Shadow of the Collossus. It's the best subtle example i can find. The game is so different just by not including what you would expect from such a game. It's quite brilliant and holds up very well.

Xenogears carries a very deep and complex story arc almost into the finish. The game stumbles in the end, getting caught in too many characters, but still. There's very few stereotypes and many working twists. Graphics aside highly recommended.

Rockstar has come a long way. Their GTA franchise is too locked up in the average demographic trap. They need to deliver the hooker kills, language, violence and oversaturation. Their side franchises though pretty much deliver on a more subtle level with Read Dead Redemption right now being a not only a very good game but also one that respects its audience and characters. Again there's subtle elements that stick out. Their current hero has a real agenda and a noble one so to speak. It doesn't need Western hooker kills to draw this character. Bully is very good for what it is. This game is full of stereotypes but they are all executed with care and twists and the game doesn't expect you to kill them all.

One of the most careful delivered games in that category is the Half-Life franchise and to me Valve is playing in another league here by using a cheap trick though. They build everything through environments, a silent hero without any surface and the most realistic side characters in any game. The character of Alyx alone symbolizes that this game is different. Alyx isn't oversexualized, she doesn't need a protector, she's smart and now got a story arc that probably will pay off big. The best thing, Alyx isn't so special, every character in that game just works by doing less. There's very little dialog, there's no cutscene and still it creates a detailed world without many plot wholes. Valve has the best writers in the industry for sure.

I mentioned Heavy Rain once. This game fails so much by trying to be something that it's not - a movie - that it sacrifices too much. Similar to the game this studio released prior Heavy Rain. Fahrenheit/Indigo Prophecy started good, punched you in the face ("Want to save his life?") and in the end just got ridiculous. Heavy Rain is similar. It tries to be so mature so hard that to me is just a string of copied movie scenes with a story twist that makes the developer scream "BECAUSE WE CAN!".

In my nostalgia older games in general offered the experience in terms of text and value. Today visuals many times should cover weak spots in the script and that's sad. Imagine Heavy Rain with less impressive visuals and the game breaks down instantly.