Oddworld: Stranger's Wrath is a pretty unique First/Third Person Shooter hybrid. It was an exclusive on the original Xbox but got a digital HD release on the PS3. In the game, you collect small fictional creatures to use as "live ammo" (har har) and then try to pursue wanted outlaws for a bounty. Each outlaw can be killed or captured alive. You get a bigger bounty for capturing them alive, but of course that's much harder to do. You can switch between a FPS and 3rd person view at any time, which helps with platforming in some areas. The story is fairly decent with a nice twist, and the setting is like a faux-spaghetti western. It's definitely worth checking out, and you can probably get it on sale once in awhile for a steal.
If you like Doom, the Doom Classic Complete collection is the only console release of all the old Dooms in one spot. It includes ports of the PC versions of Ultimate Doom, Doom II, the Master Levels, and Final Doom. It's the first time the full PC versions were available on Sony hardware, and the first time a faithful port of Final Doom was available on any console. (The Playstation 1 release was missing lots of levels and had different music and sound effects.) Before someone nitpicks, you can get the PC versions of Ultimate Doom and Doom II with the physical release of Doom 3 BFG Edition on PS3, but that won't have the Master Levels or Final Doom.
Castlevania: Harmony of Despair is an awesome loot-collectathon take on the Metroidvanias. It was designed as an online multiplayer game and the community is no longer very active, but if you really like the GBA and DS Castlevanias, you might find this pretty enjoyable. It's still playable as a solo game, but it will be more difficult to accumulate loot. There are six massive sidescrolling levels (11 if you buy the DLC) and quite a few characters to play as. Most characters have different loot sets and attack styles, and they level up by either using subweapons, using magical spells, or accumulating enemies' souls, depending on which character you're playing as. Each area has a time limit that gets reduced when a member of your party dies. You can find items in the levels to resurrect your teammates. You need to work together to find your way to the boss, which has a chance of giving you the best loot after you kill it. There's not much story to the game, and if you hate grinding for loot you might hate this game, but if you like Castlevania there's probably something there for you. Harmony of Despair never got a physical release on any platform.
R-Type Dimensions is awesome if you like shmups, although if you do then you probably have R-Type in some form already. This one has a nice graphical update, and you can switch between original graphics and updated graphics on the fly. It has R-Type and R-Type II. If you don't like shmups, you probably won't like this.
People really seem to like Limbo, and its sequel, Inside. They're high-profile indie games that never saw a physical release. I think they're both decent, but not necessarily essential. Worth playing through for sure if you like sidescrolling platformers with a focus on puzzle solving, or if you hate color in your games.
Hardcore: Uprising is a spiritual successor to Contra: The Hard Corps. It's one of those games that I've always intended to put more time into, but it's never high enough on my list to actual see the play time. But if you like Contra, it's worth looking into.
Lara Croft and the Guardian of Light is a pretty fun Isometric puzzler/platformer. It's kind of a mix between Tomb Raider and Total Carnage/Smash TV. It's intended to be a couch co-op game, but it's perfectly playable as a solo game - the designers actually tweaked each level to be different depending on whether you're playing solo. The puzzles are satisfying and you unlock better firepower as you play, which helps with the action elements. And Keeley Hawes reprises her role as Lara Croft's best voice actress.
Guacamelee is digital-only on PS3 but got a physical release on PS4 and other formats, so I'm not sure if it's what you're looking for. But it's a nice Metroidvania with a very Mexican/wrestling theme in which you swap between "dimensions" on the fly. There are some unique platforming and puzzle elements because of this. It's also fun to look for all the nods to other games as you play through it.
Fez is another indie game that never saw a physical release. It's pretty inventive in that it takes place in a 3D environment, but you always view it from the side, and your character can navigate platforms regardless of their location on the Z-axis. You can rotate the levels by 90 degrees along the Y-axis. It's really hard to explain, but if you watch a video you'll see what I'm talking about. I never got more than a third or so through it because it gets pretty complicated, but it's worth checking out for the 2D-while-3D novelty alone. If you've seen Indie Game: The Movie and you don't want to give Phil Fish any money, I won't hold it against you.
Castlevania: Lords of Shadow: Mirror of Fate: HD got a physical release on the 3DS, but only a digital release on the PS3. The HD version has no physical release on any platform. It's a modern take on the Metroidvania with a story that bastardizes Castlevania lore more than enough to piss off any diehard fan. But it's not a terrible Metroidvania and has some nice atmosphere in places.
I think that's all I can recommend of the digital-only games I have on my PS3. Hopefully it's not too much info or too late.