I mean most of the big PC games have gotten console ports eventually. One that I believe is still exclusive is Vampire the Masquerade: Bloodlines, one of my favorite RPGs of all time with a truly immersive World. I also think Civilization IV is a PC exclusive, great game!
And since you only specified they couldn't be available on "consoles", I take it that it is fair game to include games that are available on iOS/Android, which means Her Story qualifies, which is one of the most unique pieces of interactive storytelling I have experienced.
Papers Please did receive a Vita port, so I guess it doesn't qualify, it was perfect for PC though.
Honorable mention: Medal of Honor: Allied Assault.







