Escape from Butcher Bay is probably the best one.
But the one I really LOVE as well is The Punisher (2005). It came out the same year the movie did and it was voiced by Tomas Jane who voiced Frank Castle in the movie, but the game itself was actually more true to the comics in character design, and story didn't follow the movie either. But it was a movie licensed game for some reason.
It's an amazing third person shooter with some really cool game mechanics, an addictive points system for killing people and an amazing soundtrack. Guns are awesome, shooting feels so good, threatening and beating people up for information and points is also a lot of fun, and there are lots of cool Marvel hero cameos like Black Widow and Iron Man (a lot more). I must have replayed that game more than a dozen times. I was blown away. I can't believe the game was THAT FUCKIN' GOOD! It got poor to average reviews for some reason. I got it for $10 but I'd rather give $60 for that game than for half the games coming out these days.
If you're a fan of Punisher and you didn't play this game, you owe it to yourself. And if you aren't a fan, you should still play it because it's good. It's old, yes, but if you have a working PS2, Xbox or a PC that was made after the dinosaurs died out, chances are you can play it.
Now listen to this incredible theme ladies and gentlemen: