Hellblade, Bioshock, Alan Wake, Dark Souls, The Last of Us, Fallout, Batman: Arkham Asylum, Minecraft (for some fucking reason), Gone Home, Portal (not sure why), Undertale.
I'll preface these suggestions by saying that I am in fact a practicing child and school psychologist and have been a mental health provider with a focus on CBT and trauma-informed therapy, so three things:
1. Because of dealing with significant trauma with children, adults, and myself, maybe some games just hit different for me.
2. Mental Health is something that I feel very passionately about, and the representation matters to me. Thanks for making this thread.
3. Despite your own trauma or mental health, I feel strongly that experiencing these feelings/emotions in a video game is somehow helpful, like listening to a sad song. This may be why you, myself, or others enjoy them.
I find just about anything dealing with social isolation, serious personal conflict, pandemics, post-apocalypses, as well as anything dealing with childhood/adult trauma and mental health to be psychologically impactful, for lack of a better descriptor. Perhaps this is what you're looking for.
Now, for titles that have a specific focus on mental health issues, very few are coming to mind. Hellblade, Spec Ops: The Line, The Town of Light.
P.S. I hope I didn't sound pretentious or biased through sharing my own educational/professional background, I just wanted to share with you what might have influenced my list a bit - and maybe offer a bit of justification of why.