I'm not sure I can think of anything exactly like that. Definitely some games touch on philosophy, e.g.

http://www.gamefaqs.com/features/top10/2242.html

http://tale-of-tales.com/videogames.php

Many games aren't pitched as philosophical, but have definite overtones. What kind of thing did you have in mind?

Antichamber is an interesting one. It's largely puzzle based, but touches on some light philosophy.

Black and White allowed the player to be a good or bad deity. Several role-playing games also track alignment as you play. Although philosophy isn't emphasized, I feel like the player is exploring the concepts of good and evil as they play.

You want it to be like a college philosophy course in game form? I'm not sure what that would look like, so I can't say whether I've seen it before. Are you trying to make players think about something in a specific way? No reason a hack&slash game can't provide settings for existential crisis, but it seems to me that you'd have to either make the game an on-rails lecture. If you have a "victory condition" of, "Behave like a knight of infinite resignation", then you're flunking all your aesthetes, but also flunking your lateral thinkers and your pragmatists and your world-explorers and your compulsive seekers of game content and none of them really know why your game sucks so hard.

If you want to present heavy literary content, I'd say do it in cutscenes. I remember the first Assassin's Creed game had a great character development arc for Altair when his conception of the Creed changed and he re-interpreted it for himself. It had a kind of Euthyphro feel for me, but you could skip all the cutscenes and never catch that subplot and just stab dudes in the neck all day, and that was good too.

So if you're going to cram books down people's throats, you might be better off putting on a tweed coat with leather patches on the elbows. If you can write a story or develop a character that entertains and engages and personifies a school of thought, that's great. If you can represent some conflict or crisis in a metaphorical way through situations that the player confronts in gameplay, that's better still.

Obligatory plug for Planescape: Torment here, and it's pending successor, Torment: Tides of Numenera.

If you don't want to dive into PS, Tasteful Understated Nerdrage does a really exceptional video discussing it.

The Stanley Parable explores the concept of free will, as well as being a clever critique of the lack of meaningful choices available in most video game narratives.