I came here intending to mention Theatre, Spider and Web, and Bronze, but I have a few other personal favorites I hope will work for you, too.
Brian Moriarty’s Trinity is a puzzly Infocom game that’s regarded as one of the best pieces of parser IF ever written. It has big-picture concerns, but most of the game involves wandering through a weird fantasy landscape and solving rather difficult puzzles. I tend to think that the puzzles are some of the best in the genre, the kind that you resist looking up solutions for until they solution comes to you during a spare moment in your busy day or when you’re out for a walk, the kind of puzzles that when you get the solution you know immediately that it’s correct.
One of my favorite pieces of horror IF is Leadlight, a game originally written for the Apple II (!) and later re-implemented in Inform as Leadlight Gamma. I think the later, non-free version is worth paying for, but the earlier, free version is very good and worth playing in an emulator if money is tight.
Jason Devlin’s Vespers is a rather disturbing game where you play a medieval monk in an abbey during a plague, with an unusually well-developed opportunity to take the game in any of several directions.
Star Foster and Daniel Ravipinto’s Slouching Toward Bedlam is a great bit of steampunk Victorian-Lovecraftian horror with well-designed puzzles and wonderful writing. Genuinely creepy.
DA Leary’s The Horror of Rylvania is an old-school (1993) vampire puzzlefest.
Graham Nelson’s The Meteor, the Stone, and a Long Glass of Sherbet is a Zorkian puzzlefest with a very well-developed setting, good challenging puzzles, and a lot of humor along the way.
One of the best puzzles in parser IF, IMO, is All Things Devours, which is one big puzzle with tightly integrated sub-puzzles as components. It’s maddening and also very satisfying.
Buster Hudson’s The Wizard Sniffer, from the IFComp a few years ago, also has wonderful puzzles and excellent writing. The dialog is snappy but not, IMO, Marvel-esque, and really it has some of the best humor writing in IF. To say any more would spoil it.
Michael Baltes’s D’Arkun, from IFComp a few years back, is a great piece that owes an awful lot to Anchorhead but manages to take the Lovecraftian horror tropes in a different direction, even while borrowing elements from Gentry’s game.