Besides the games Fien has recommended...
There's also Shivers, where you're in an unusual museum.
Schizm 2 (aka Mysterious Journey 2) and Sentinel have larger areas to explore, but most puzzles are either self-contained or have their solutions not far from where the puzzle is found.
Then there's The Fool's Errand, which you can get for free.
http://www.thefoolandhismoney.com/01...rand/index.htm
Unless you have an older computer, some of these games will work better in emulation.