Since Dishonored and System Shock was already mentioned, I’ll also recommend the Thief trilogy (Thief: The Dark Project, Thief 2: The Metal Age and Thief: Deadly Shadows). Thief along with System Shock is one of the series which started the Immersive Sim genre, which Dishonored belongs to also. The third game came out in 2004 but I also recommend the first two because despite a lot less detailed graphics they imo have a lot better atmosphere and objectively better gameplay (a lot of the gameplay depth was cut in the third one to make it more playable on consoles, but it’s still a good game).

Another one I always tell people about is INFRA. It’s a pretty unknown puzzle/exploration game with excellent atmosphere and very high on my top of all time list. Highly recommend if exploring crumbling or long forgotten urban environments sounds like your thing.