The Darkness 2
An action horror FPS where you play as the boss of a crime family with demon tentacle powers, gunning down gangsters. I didn't like the first game very much, because I was promised a Prototype style power fantasy and instead got a regular shooter with powers you didn't really have much control of, but in this game they become a very important part of combat. The story is edgy, as you can guess from a cover like this, but the characters are likeable or at least interesting. The graphics are cel-shaded but very well stylized, so the graphics hold up even today. Getting it to work can be a bit of a struggle but it's well worth it. The first game isn't really bad, but is only really necessary if you want to experience the backstory.
Call of Juarez: Bound in Blood
This is my favorite cowboy FPS, though I wouldn't really call this a hidden gem, it was just forgotten after the initial technical issues that its developer, Techland, is infamous for. You play as two brothers, sergeants in the confederate army whose house is burned down by the yankees, and so they want to hunt down a cursed Aztec treasure to repair it. You fight Apaches, mexican bandits, and civil war soldiers. You switch between the brothers for the missions, and their playstyles and special moves are different. The story is really good, it looks great, and PCGamingWiki lists any fix you may need.
The only other Call of Juarez games worth playing imo are the first Call of Juarez, and Gunslinger. But the first one is ultrajank and yet has a bunch of stealth and first person platforming, and Gunslinger is mostly a rail shooter. Bound in Blood may be the best of the series and is worth playing on its own.
Valfaris
Contra, with Warhammer 40k aesthetics and power metal music. Great art, great guns, and the level design and bosses are perfectly on the thin line between frustrating and fun. You will never be bored, even if you're getting filtered by parts of some levels, and when you win you will always feel it's worth it. Sometimes this game will even reward you with a mech level where you can destroy everything in your path. Awesome game.
I was also going to talk about XIII, but I remember it being recommended by a ton of gaming sites when I was a kid, so even though I never hear people talking about it anymore, I'm just going to assume it doesn't qualify as a hidden gem.