Dishonored

The game is set in an open world that blends both the past, future, and things in-between, of our reality. Nobles ride in carriages, masses of man-eating rats lurk in the dark gutters, the sound of automated factories can be heard in the distance, and towering war-machines prowl the cobbled streets. The economy of the world, which is going well into its industrial age, is booming with the success of a useful, multipurpose fuel; whale oil. Locations include the desolate Isles, the mighty Pandyssian Continent, and the city of Dunwall.

The player controls Corvo, once a legendary guard for the Empress, who seeks vengeance against the Lord Regent who framed him for the assassination of the Empress. Corvo is not only a fine swordsman, master-at-arms, and cunning infiltrator, but also possesses great supernatural powers. The game is presented in open world format as the player can roam The Isles as well as the distant Pandyssian Continent, though the primary setting for the game is the steampunk-esque city of Dunwall.

Source: Wikipedia, "http://en.wikipedia.org/wiki/Dishonored_(video_game)," available under the CC-BY-SA License.