Deadly Premonition, the little-loved game with a great sense of humor, absolutely obliterates any wall between the player and the character in the game. The main character spends the entire game calling you Zach and talking to you as his alternate personality in an obvious MPD (multiple personality disorder).
(Yeah, Zach is not his penis [http://www.escapistmagazine.com/videos/view/unskippable/1729-Deadly-Premonition-Part-2])
(Yeah, Zach is not his penis [http://www.escapistmagazine.com/videos/view/unskippable/1729-Deadly-Premonition-Part-2])