Rogues

Yes, this game IS the sequel to Innkeeper (although it stands on its own two feet well enough to not need more than a hint from its predecessor), but the exploits of your main character here does a lot more for storytelling and worldbuilding.

Rather than start off with the obligations of running a family inn, Rogues starts you off with absolutely none; as a the titular rogue of society that you are, you're given plenty of options and opportunities to invest into once you get kicked out of your hometown. While I can say that one of the choices is severely under-developed (it involves you arriving at a city thriving on slave-trade, but it ends before any real exploit can begin there; EndMaster did say he would return to expand that), the others are fleshed out enough to give you several hours of odd jobs, organized crime, and the odd politicking here and there.

It's just as gritty as Eternal in regards to the violence factor, but it doesn't quite become visceral enough to become a gore-fetishist's dream. Likewise, it's nowhere near optimistic enough to have every character survive in a single path; you'll often be met with people with opposing ideals, and depending on the choices you've made, you can be their closest confidants, deadliest rivals, or a mere spectator watching their hopes and dreams shrivel up in flames.

Fortunately, the author has (relative to his other stories) balanced out more of the choices to reach real endings unlike some ambiguous cliffhangers in his other works. As a result, much of what you do will end up in varying levels of success, and the many roads you do end up taking often bring you to places of prestige, power, and on particularly fortunate routes, glory. Not all epilogues feel especially great, but none of the epilogues feel especially bad either.

And for the common, no-good thief that you'll start out as, that's good enough for the story to feel fun, in its own fucked-up sense.