The nascent growth of video games has led to great leaps in technical understanding in how to create a functional and entertaining play experience. However, the complex, mixed-affect, eudaimonic entertainment experience that is possible when playing a video game—how it is formed, how it is experienced, and how to design for it—has been investigated far less than hedonistic emotional experiences focusing on fun, challenge, and “enjoyment.” Participants volunteered to be interviewed about their mixed-affect emotional experiences of playing avant-garde video games. New conceptions of agency emerged (actual, interpretive, fictional, mechanical) from the analysis of transcripts and were used to produce a framework of four categories of agency. This new framework offers designers and researchers the extra nuance in conversations around agency and contributes to the discussion of how we can design video games that allow for complex, reflective, eudaimonic emotional experiences.