First thing that came to mind was that the manual for Manhunt is written like a brochure for a seedy snuff video shop. It's got all these fake "scenes", famous "actors" and it actually does have some parts which sound and look really menacing. A lot of the 3D era Rockstar games (Vice City, San Andreas, Bully etc) have good manuals. Most of the GTA manuals, up until IV I think, were tour guides for their respective cities.
Homeworld has a great manual which is written as a guide to politics, strategy, etc. Halo 2 has two manuals - one for the Covenant and written from their perspective of human weaponary and one from the human perspective (I think the special edition has the Covenant one?). MechWarrior 2 has a interesting mix of diegetic and instructional. Keep Talking and Nobody Explodes relies on its manual for most of its game, so that'd be a good one to check out.
Assassins Creed had a manual which was written like a User Guide for the Animus and had things like post-it notes and such but it didn't go into too much world-building. Half Life 1's manual starts with the letter of offer to Gordon Freeman from the Black Mesa administrator but then goes straight into installation and such. Blizzard games had sections of their manual set aside for lore and characters; Starcraft has a section in its manual for in-world building of each race.
A lot of older games came with documentation to help with world-building. Bioforge came with a Field Personnel Guide, Alone in the Dark came with a fake newspaper. I still think the best manual I've seen is the Wing Commander "Claw Marks" manual - top notch world-building.
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