Limbo is a very dark, puzzling game. You can download it off the Xbox live Arcade for 1200 MS points (as of today).
The story is kind of difficult to understand if you only play the game. The main idea is that you are a boy who wakes up in Limbo (for those that don't know, Limbo is the first level of Hell where unbaptized children are said to go into, from the book Dante's Inferno) and he is trying to find his sister.
This will NOT be a perfect playthrough, look for a guide by Mr Fraggs if you want a perfect playthrough.