Xenoblade Chronicles (2012) The sprawling tale of Xenoblade Chronicles is among one of the best RPGs on the Wii, also following a group of soldiers fighting for vengeance after a particularly honorless soldier wanting a priceless weapon for himself.
Splinter Cell Conviction (2010) Sam Fisher is out for blood when he finds out his daughter was murdered (wink, wink) and Conviction is centered around the crusade to bring the culprits to "justice," Fisher-style. The coup de grace couldn't have blindsided you any more spectacularly, either.
Shenmue (2000) When protagonist Ryo Hazuki comes home to the family dojo one day to find his father battling with a peculiar man in a green silk Kung Fu gi, he's shaken up. He engages in battle with the man, Lan Di, after his father is defeated, but ultimately is unsuccessful in defeating the stranger and must watch his father die in his arms. Ryo vows revenge, and thus Shenmue begins.
Saints Row 2 (2008) Saints Row 2 is, interestingly enough, all about taking back what's yours and enacting payback on those responsible. From breaking out of jail to making sure those losers pay, Saints Row 2 is a decadent gangbanging tale of revenge.
Metal Gear Rising Revengeance (2013) Raiden's first solo adventure is a hack-and-slash odyssey that follows cyborg Raiden as he works under PMC Maverick Securities. Raiden is fending off enemy forces one day as his body is severely damaged and the premier of an unnamed African country is killed, one that he was guarding. Raiden is humiliated after the fight and out for blood, making Revengeance an unforgettable exercise in just that -- vengeance.
Grand Theft Auto IV (2008) Niko Bellic comes to America after serving in a war in Eastern Europe, haunted by a traitor in his small army unit. After Niko narrowly escapes the anger from his boss when a smuggling run goes bad, he decides to set up shop in the USA to find the traitor from his unit and pursue the American Dream, while taking revenge in the process.
Grand Theft Auto III (2001) Claude's mission in life is to take revenge on Catalina, who ended up leaving him for dead back in Liberty City after a bank heist gone wrong. In a nutshell, at least, that's what you're driving for in GTAIII, and you might get sidetracked, but the way Catalina goes out is certainly impressive.
God of War (2005) Kratos has always been the pinnacle of "revenge against those who wronged me," raging against the very gods who damned him. Not even when he rises to usurp Ares as the new God of War does the rage and the pain subside. Can you blame him? Of course not, but he's certainly not helping his case slaughtering all the innocent souls who get in his way.
Dishonored (2012) Corvo Attano was once agent and bodyguard to Empress Jessamine Kaldwin, acting as Lord Protector, until one fateful day the Empress was murdered before his eyes, leaving witnesses to put the blame on an astonished Corvo. It's up to him to take matters into his own hands and clear his name amidst a city that would love to see him persecuted for his supposed crimes.