Sunless Skies offers a direct line to the world of tinkling china cups, grinding factories and the top-hatted imperialist arrogance of the Victorian empire. You captain a ship and, with a ragtag crew of gobbing sailors, travel the high seas, with all their uncharted archipelagos, in search of profit and adventure and stories. It’s a tale that remains resolutely in fashion, except, as told by Failbetter Games – an independent London studio with a deserved reputation for stylish role-playing games and sharply observed writing – the familiar recipe is darkly, exhilaratingly perverted.

Your ship is, in fact, a flying steam locomotive, and here the high seas are cloying clouds set in a subterranean sky. Most chastening is the fact that, unlike the writers of penny novellas of the 19th century, the game’s authors are only too eager to kill you, the protagonist, off following an ill-prepared sortie or a lacklustre dice-roll. The stakes are as high as the sunless sky.

You chuff, in your sprightly locomotive, around the craggy cliffs of the High Wilderness. En route your engine consumes fuel and your sailors supplies. As in its predecessor, Sunless Sea, you run out of both and your crew will become stranded and, most likely, cannibals. Like Noah releasing his dove, you can send out a scout (in my case, a gothic bat) to search for sight of land or other points of interest.

It's a hostile world, and much of the game’s delight comes from snatching opportunity from the jaws of calamity

Such is the cost and risk of each excursion that arrival at port comes with a 16th-century explorer’s sense of relief. On land you may resupply, replace any dead crew members and hunt for items in the stores that might be bought and sold for profit elsewhere. Crucially, you must collect a “port report”, a write-up that can be sold back in your home city, providing the enduring source of your basic income.

Once the essentials are dealt with, you are free to explore. Each port exists as a discrete interactive narrative, each one written with the playful, unsettling poise of a HG Wells short story. There’s Polmear & Plenty’s Inconceivable Circus, a melancholy sideshow whose performers you can get to know, and whose problems you can eventually help to solve. There’s Magdalene’s, a nunnery-cum-brothel where, for the right price, you can go to have your psychic wounds salved by workers whose service distracts, seemingly, from their own issues. You unravel the mysteries of each place you visit, often across multiple trips, and in this way your picture of the empire fills up, as does your purse.

The High Wilderness is composed of four regions, including, most strikingly, Albion, which is illuminated by a clockwork sun. This world is exquisitely drawn, not only in pictures but also in words (at one point you happen upon a train wreck covered in a mesh of fungus, like “minty crinoline”). The effect is enhanced by a soundtrack of lush, moody electronic swells that evolve into melodic flourishes whenever you approach land.

It is, however, a hostile world, and much of the game’s challenge and delight come from snatching opportunity from the jaws of calamity. The routes between ports are perilous, filled with pirate steam locomotives, ink-hurling giant squid and rocks that threaten to puncture your hull at the merest brush. And the farther you travel from home, the greater the chance of seeing awful things that will increase your “terror” meter – fatal if it passes a certain threshold. Vacillating between moments of levity, beauty and horror, Sunless Skies is a rich and heady concoction, one that thrillingly scratches the explorer’s itch, but not without leaving the odd scar.

Also out this month

Resident Evil II

(Capcom, PS4, Xbox One, 18)

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This is not so much a remake of the 1998 PlayStation classic (for which Night of the Living Dead director George A Romero directed a TV advertisement) as a fierce reimagining. It’s a game of hoary cliches: the rookie cop arriving for his first day to find a burning town filled with groaning undead. But the poise and elegance with which these unsophisticated ingredients have been mixed is revelatory. Resources are fearfully scarce; each bullet and bandage must be scavenged and weighed. The result is thrilling, if stressful, game design.

Ace Combat 7: Skies Unknown

(Namco-Bandai, PC, PS4, Xbox One, 12)

So powerful was Top Gun’s depiction of sun-glinted glamour that the US air force set up recruitment booths outside cinemas that were showing the film. Given the chance, Ace Combat 7 would surely have a similar effect. Positioned somewhere between a flattering arcade approximation of what it is to dogfight in a multimillion-dollar, state-of-the-art jet and a stern-faced simulation, you scream through skies locking on to targets in the air and on the ground. The varied missions delight and surprise, while for those with the stomach for it, an astonishing, if brief, virtual reality mode offers yet more tactile thrills.