I've always liked the games made carefully, making a reference to the graphics, game play and story. But art games aren't about that. They...
''...are made and exhibited as art. The intent isn't necessarily to provide the player with a challenge or addictive mechanic, but rather to convey a message, elicit an emotion or create a memorable experience.''

Have you ever played one of them? What do you think?

The definition seems to include most of the hentai games.

The only one I can think of that I've played is http://jayisgames.com/cgdc6/?gameID=9, which someone posted before in a freeware game thread. It's sad, in a beautiful way.

You should try these ones too:

Aether
You only live once
The life of a pacifist is often fraught with conflict
I wish I were the moon
Everyday the same dream

Enjoy

The Can You See Me Now mixed reality game I played (and won - there was a competition for who could elude the runners the longest, and I managed nearly 2 hours) back at university is meant to be an art game.

The game itself is quite simple: you control an avatar in a virtual construction of a real-life place (when I played it was a section of Sussex University). Your avatar is being chased by runners, who are real people with GPS and 3G phones. If the real-life runner ends up in the same place as your avatar, then you're caught.

The art part is that at the beginning you're asked to enter the name of someone you haven't seen for some time. When you eventually get caught, you see the message "Runner 1 has seen NAME", where NAME is the name you entered at the start.