Ebert's comments started a firestorm of controversy: I thought that I should link to the latest iteration here. Others cited Shadow of the Colossus as the best example, although others brought up games with recognizably mature storylines, like Planescape: Torment. Torment is a trickier case: the integration of form and function is (to a certain extent) limited by technical requirements and its adherence to the Dungeons and Dragons ruleset. In terms of strong narratives that integrate gameplay, however, it's a classic.
As for SotC, people brought up the tragic mood that is carefully cultivated whenever the main character succeeds in scaling and killing one of the colossi, but doesn't get into the broader themes in the game. That's understandable, as nobody truly understand what SotC is really about until the final moment of the final scene, which is one of the main reasons I'm so reluctant to discuss it.
(If you do read this, Mr. Ebert, I'd be more than happy to get into greater detail in an email.)