The Painscreek Killings sounds like the open ended deduction that you're describing. You play as a journalist who goes to an abandoned town to try to solve a cold case murder. The game doesn't tell you where or what to do next, or how to do it. I liked it because it was just me trying to figure the story out and what to do, not the game telling me "Put x and y together. Oh, look, it leads you to z!" (Also it's currently on sale on Steam for like 5 bucks.)