"X-person" in games usually refers to the camera set up. In that way, a second-person game would look like a third person game, but the camera would be located in the head of another character. Something similar to this is when you're being chased by the cops is some of the GTAs, and the camera switched to a third-person view of the police car chasing you. That's still third-person, though.
As far as storytelling goes, you could say that all games are told in the second person, in that they give you commands. They say things like, "Go to the bridge." That means you, through the character. It gets complicated when it comes to interactive media. I think what you really want to know is if any game addresses the player directly, as the person playing the game. I haven't heard of doing that; it would be cool, though.