To me it always seemed Obsidian were quite willing to experiment. Maybe not in terms of organizational structure and stuff, but certainly with the games.
KoToR2 has done some freaky stuff with Star Wars setting that I'm sure George Lucas never anticipated. Although the best Expanded Universe novel, Stover's Shatterpoint starring Mace Windu, touched upon many similar themes.
Dwarves certainly sounds experimental even if it never got made.
MotB goes without saying.
South Park - it had to take a lot ingenuity to make it actually look like a cartoon.
Alpha Protocol - unique setting, with some cool innovation dialogue innovations.
PoE2 Deadfire - arguably the most experimental and setting for an RPG since...either Lionheart or Arcanum, I guess? We had plenty of comedy/wacky pirate games. But never a pirate game played straight and exploring some of the most grim themes of the colonial era, slavery, exploitation of native tribes, corporations fighting for trading rights. That was quite a gamble to make a sequel in such a risky setting, as opposed to PoE1 clone, aka, generic medieval RPG with magic.
So I'm not sure what Chris means by having to travel outside the US to find some experimental projects. I guess it means gameplay experiments not narrative experiments, am I getting this right?