Ask Lemmy

This game isn't exactly niche, but Red Dead Redemption II is a really good one. You play as an outlaw on the run from bounty hunters while your gang is falling, their ideals are crumbling, and society no longer wants them. Arthur Morgan is part of a dying way of life.

The game also has an honor system where your status is determined by how evil or good you are. Help strangers = high honor. Rob and murder indiscriminately = walking nightmare

Helldivers games, you're the exploitative, fascist empire who creates its own problems.

Mafia series - You play as a murderous mobster

Tropico series - You play as the dictator of a small banana republic

Red Dead Redemption - You're Arthur Morgan, an outlaw who kills for money

TIE Fighter. Flying as a pilot for the Empire in Star Wars including flying alongside Vader to save the Emperor. Includes getting pulled into a secret society with a cool glowing force tattoo showing your rank in service to the Emperor.

The game never says your name but in the old expanded universe books you are basically the Empire version of Wedge.

Edit - It isn't open world but the limited story does do well at making you feel like you should in the role.

I'll add that the game came with a manual that did have the character name and a back story. Short version is your character was an illegal swoop bike racer on a world that had been in a multi generation war. Includes your father dying. The empire stops it by basically making it impossible to for the two world to even be able to send attacks at each other. Then recruits all the youth that would have fought in their own war and just sends them out to different parts of the empires wars.

Your preexisting flight skills gets you first a mechanic job on a Star Destroyer and then you save a VIP while testing repairs on a TIE Fighter and get pulled in as an actual pilot with a quiet push to get you up the ranks due to your impressive start.

the Knihgts of the Old Republic SW games. You can join the dark side.

Tyranny. I mean, you could end up being the good guy, depending on what that means to you, but you start leading an army to conquer part of the world at the behest of Kyros the Overlord. I think I would classify Kyros as a sort of Lawful Evil type. He seems to want to bring peace and order to the world, but chooses to do it through conquest and harshly enforced laws.

Fallout New Vegas

The number of opportunities the game gives you to be an absolute piece of shit is ridiculous.

Here are some examples:

Get the Terrifying Presence perk and literally become evil incarnate: https://www.youtube.com/watch?v=JXBC2OYLM0k

Or just level up speech and be mean in general: https://www.youtube.com/watch?v=STptNbHOXWg

Command & Conquer 3

Maybe the Darksiders games?

Carrion

It's a modern 2D pixel art reverse horror game, it's real fun.

Fable

Darkest dungeon - though you need to make it to the ending to find out why you're evil.

Spec Ops: The Line

No recommendations, but just wanted to thank you for a real good question.

The Last of Us (I and II)

Prototype

Civilization. Choose Ghandi. You're welcome.

Kinda surprised nobody has mentioned Metal Gear Solid V and Peace Walker.

Party Hard. You're trying to murder everyone at a series of large parties without getting caught. I guess you're fed up with your neighbour's loud parties. Retro graphics. Humorous. Lots of creative mayhem.

Black and White