LoTR comes to mind. I've heard WoZ has crazy deep rules too.
What does it mean to be deep? That there are a number of objectives that need to be completed before unlocking new objectives... which, in the case of games like TSPP and LoTR, unlock even more objectives.
Unlike a lot of people, I don't consider Stargate to be a particularly "deep" pin, despite the fact that there is a lot to do. Nothing really requires anything else to be DONE to move on. Eye of Ra only requires you've PLAYED all the modes before getting to play it. I could shoot the pyramid and time out all the modes and get there. For me, that's not deep, it's just complex. If had been written that you had to complete each mode before getting to Eye of Ra. it has the potential to be crazy deep, if someone re-wrote the rules so that you had to COMPLETE each mode, and Stargate multiball... but as it is, it's not what I consider to be super deep. At least Stargate multi-ball requires you to complete a bunch of tasks before starting it.
LoTR, for example, requires you to complete a ton of stuff before you can move on to There and Back Again, or Valinor.