Do you know of any good “anthology games”? I don’t just mean any games that are collections of smaller games like UFO 50, but rather a game where, like an omnibus film or short story cycle, the collection of original games creates a thematic contrast or tells a story through the juxtaposition of the component games?

Very interesting question. I don't believe that there are many anthologies of games within a game whose order and purpose is deliberate or meaningful, as opposed to, say, commercial. As is commonly known, the standard for game design dictates that its gameplay is anchored to one cohesive genre from start, with a few notable exceptions over the years. As far as I can remember, the only games that…