To me, some games look more like art o me than others.
Strategy games and FPS mostly not.
One rare example is Beyond Good & Evil, or maybe Sacrifice as well.
Well I don't think so, FPS & RTS games with realistic settings do appear not to be artsy, and in many cases are just replicas of realworld settings. But there are a lot leveldesigners, characterdesigners in FPS's that are real artists for example this guy:
http://www.hourences.com/portfolio/