Ah, little known games. For this, I turn to the good ol' Dreamcast. One of my favourite games in my whole collection, perhaps for being the first adult themed sandbox game I knew of, was Omikron. David Bowie music, adult theme, strip clubs, apartments, detective work... set in the Future. It was so awesome. The problem with this game was the learning curve and saving system.
Learning curve: You had basically no tutorial whatsoever, and you had to solve a crime in this futuristic city with flying cars and robots. There was a combat simulator to use, which is a good idea to do so. Because when you do solve the problem and find yourself combatting a demon... well... you could end up dead. Luckily, you're not really the cop. You're just a Dreamcast player, so you can go off and possess another civilian. Each character you take the role of has their own life, which is plain cool.
It's sad there's so few gameplay videos. It's not a fighting game, if that's what these imply, instead, it's this open sandbox detective game. Kind of like a mixpot of Shenmue, Grand Theft Auto, Virtua Fighter, and David Bowie. One of my favourite scenes as the cop character was taking down terrorists in a grocery store (or some type of store). It was a great gun fight.