The "smartest" game you ever played

[Reasonable]

Chess... it's sure not a puzzle game.

But being more fair in my response (I'm assuming you see Myst, and the like as puzzle games):

1) Portal
2) System Shock 2
3) Ico
4) Shadow of Colossus

Honorable mention for Fahrenheit which was indeed smart before it kind of imploded with too many ideas and not enough focus later in the game.