Freedom Fighters for the PS2, GC, Xbox, and PC. The game takes place in an alternate early-2000s where the Soviet Union is still around and invades the US. You play as Chris, a member of an underground American resistance fighting the Red Army in New York. It was a squad-based tactical shooter with really smart AI (At the time anyway, you must understand that the game came out in 2004) and was highly praised by critics...but it was a commercial flop, last I heard. They were talking about a sequel, but they apparently canned it in favor of working on Kane & Lynch.
The Darkness for the 360 and PS3. I know, I'm sure most of you have at least heard of it, and it did fairly well, but the game was mostly forgotten after the 2007 holiday season was in full swing, and games like Halo 3 started coming out. While the actual shooting in The Darkness was underwhelming, the Darkness powers were fun, and the story was perhaps the second best in any shooter of 2007 (Beaten only by Bioshock) in terms of writing, characters, and dialog. Oh, and the voice acting was phenomenal.
Shogo: Mobile Armor Division for the PC. An anime inspired shooter featuring combat on foot and in giant mecha along the lines of Gundam. It was also pretty well-written, with good characters, even if the voice acting was a tad lacking. It had a HUGE variety of weapons, pretty good AI and graphics (Again, for the time, this game came out in 1998, so it is very archaic by today's standards). However, it was completely overshadowed by another excellent shooter with a strong story. Maybe you guys have heard of it. It is called "Half-Life." Yep, Shogo had the misfortune of coming out about two months apart from Half-Life.
Act of War (Both the first game, Direct Action, and the expansion, High Treason) for the PC. This was an RTS series based on a book by Dale Brown, a techno-thriller author similar to Tom Clancy, but with a bit more sci-fi. It was about a terrorist group named the Consortium launching attacks on oil facilities, and the efforts of the US military and a fictional group named Task Force Talon to stop them. Featured three factions (The Consortium, Task Force Talon, and the US Armed Forces) and had some truly unique features, like POWs and how they handled superweapons and aircraft. It also had great graphics for an RTS game in 2005, and featured FMV cutscenes that actually weren't that bad. I blame marketing for its failure. Atari didn't market the game very well at all. There was only a tiny handful of trailers that made it look pretty damn generic, and they didn't run too many ads for it. It may have been highly rated by critics, but that doesn't mean much when no one knows about the game.