There was a PC game, Harvester, back in the mid 90s where you wake up an amnesiac, and have to do various missions, many of which backfire and cause horrible grief for the other characters.

There's a slow progression from stealing a barbershop pole, to poisoning a dog, to setting arson to an empty diner (that inadventently leads to the suicide/murder of the owner and her daughter), until eventually by the end you're beating a teenage girl to death with a bat.

At the end you learn the entire premise of the game was to desensitize your character (and to an extent you the player) to violence, to help train him to be a serial killer.

This has always stayed with me as a game as "art." It really made me reflect on violence, and how I would never have played a game about murdering a teenage girl as she begs for mercy, and yet the game managed to get me to do it. It created an emotional response, and made me reexamine my thinking, and isn't that what some of the best art does?

Although FYI I never became a serial killer.