An ASCII-based sandbox game I've mentioned before (you can get graphic packs that will make it -slightly- more intuitive) with an unparalleled level of internal complexity, the main game has you running a pack of perpetually drunken dwarves. You make up your own goals, but in general the idea is to lose in as interesting a way as possible; players frequently write (or draw) major events in their fortress as a story, culminating in its eventual (and some might argue inevitable) fall.
You can do quite a lot in this game; you can dig into a volcano, create a magma aquifer to fill up a tank, and then use the tank to dump magma on uninvited guests (read: goblins, elves, humans, or just unwanted dwarven immigrants). Or you can divert a river and drown them. Or build a copper drowning chamber that fills and empties on its own when "guests" walk through it. You can even build a water-based computer; players have figured out how to create logic gates and timing mechanisms. (And I don't know if anyone has coded Life in it, yet! An accomplishment yet to be claimed!)
The complexity I mentioned is nontrivial, incidentally - you will lose, and lose badly, the first dozen or so fortresses you create. (If you don't realize you missed an important concept and start them over before even reaching the "Losing" point.) There is no learning curve, there's just a cliff. Here's your pick.
A transport simulator, is the short of it. It started off with a strong emphasis on trains, and played more like a digital model train game than a transportation game, but this has gradually subsided over time, driven at least in part by more realistic cost considerations; it could now be regarded as a primitive city simulator with an advanced transportation simulation. There's a lot I think could be done with it to make it better, but even as it is, it is a truly awesome game. I recommend playing to it while listening to Taco.
A high-fantasy hexagonal turn-based strategy game which I have not actually played, but which comes highly recommended from some of the nerdier people out there.