I am in the mood for a game that involves secret societies, extraterrestrial or supernatural happenings and/or government agencies. Deus Ex is a game franchise which covers the same thing but I already played it. What else is out there?
"Get busy living or get busy dying." -Andy Dufresne -The Shawshank Redemption
X-Files, for the PS1. It's... a bit of a mixed bag. The real life cut scenes where kind of "the next big thing" back then and at least the game still looks as good as it did back then (no outdated graphics). But the controls are sometimes a bit awkward and some scenes are almost impossible to do unless you know exactly WHAT to do and WHEN to do it, as there's only very small room for error.
Surf Nazis must die! || Wi/Ht? #38
Deadly Premonition :)
You play as an FBI agent investigating a murder in rural America, linked to other crimes that the agent has been investigating across the country. There's a mystery surrounding the town and it's quirky inhabitants and it's up to the equally quirky FBI agent to find out what's going on.
It's a low budget game and the gameplay is pretty janky, but it's my favourite game of all time and the story definitely fits what you're looking for.
if you like turn-based strategy, there's a complete overhaul for X-COM: UFO Unknown called The X-COM Files, in which you manage an alphabet agency initially on a shoestring budget, against varied super- and natural threats around the world
