Okami is an obvious contender, but, of course, there are others that deserve a mention:
-Every Team Ico game. These guys have pretty much perfected the concept of scenery porn.
-Every Thatgamecompany game. Have you seen Flower, Flow, and Journey? They're just pretty, and I can't really think of any better way to put it.
-Dead Space 2. I have to hand it to Visceral; they really got their shit together on pretty much every front with this game, and the visuals are no exception. With nary a speck of brown to be found, this may be one of most darkly gorgeous games I've ever played, with everything that's not completely gorgeous being badass sci-fi of the best sort. The part where you travel through the Unitologist cathedral is the absolute stand-out, mainly for the beautiful gothic architecture, but everywhere else, the astounding lighting effects are there to take up the slack.
-The Assassin's Creed games. Especially Assassin's Creed II for the absolutely breathtaking Italian countryside.
-Team Fortress 2. It's cartoony and simple and awesome. In a way, I'd liken it to what would happen if Pixar suddenly decided to make an R-rated film.
-Mirror's Edge. Bright, stark visuals are, perhaps, the best kind of visuals, and this game may be one of the brightest and starkest of them all.
And there are many more that probably deserve a mention, of course, but these are just off the top of my head and from personal experience.