Maturity of setting is a thing greatly distinct from simply including a lot of adult content. An R-rated movie is "adult", but it is not necessarily mature. Boobs, violence, and drugs don't cut it as far as maturity goes. Many settings - and usually the content rating boards of various countries - equate the two, but this is a fallacy, and does not do any good for players that wish a little something more out of their gaming experience.
Now, this is not to say that a setting cannot be both adult and mature, but the one can certainly exist without the other. The primary difference to be between the two is not the inclusion of boobs or violence or its lack, but rather how they are used. Are they just out there, plain to see, with no further engagement? Or are they and other aspects of the setting used somehow? Do they make the player ask questions not only about their character specifically, but about life, the universe, and everything? This, to me is the test of the strength for maturity in a setting: the number and quality of questions that it makes the players ask of it.
Naturally, in this regard, Vampire the Masquerade is both a mature setting and frequently an adult setting. Sex, violence, and moral depravity are are well and good, and crop up frequently in the Worlds of Darkness, but all too often the story is left at that point, perhaps offering an okay roleplaying session, but satsifying little beyond immediate gratification of various sorts. In Vampire: The Masquerade, and perhaps even more so in Vampire: The Requiem and the New World of Darkness, the emphasis is on personal reactions to the world and the morality of its occupants - including your character. This is drawn partly from the setting, partly from vampires themselves, and partly from a player's own enagement with the setting. The Worlds of Darkness are, as the names might suggest, dark and disturbing places, where violence and iniquity are more common, as are apathy, selfishness, and aggression. These are all well and good, but they are nothing you wouldn't see in the common horror or action movie. The maturity of the settings come in when the game asks you, as a player and a human being, to explore these aspects of our society into their deepest recesses and to somehow come away with your sanity intact. As a vampire, your character is exposed to creatures who have long since given up any semblance of humanity, and the first aspect of the maturity of setting comes in the form of the questions "When - not if - will I, too, give up?" "What does it mean to be human?" "What does it mean to be more than human?" "What are the uses of power, and how is power actually used?" "Is it better to serve oneself, or to serve many?" "What is good?" "What is evil?"
There are no simple answers to these questions in the Worlds of Darkness, and that is the second test of maturity: not only what questions you can ask, but the convolution of their answers. If you can ask "What is evil?" and have your character point to an elder Tzimisce Metamorphosist as the only answer, you're doing something wrong. Optimally, you should be able to point to just about any character in the setting and find an answer to that question. Even a character like Grunfeld Bach from VTM - Bloodlines has the traits of fanaticism, ignorance, prejudice, and arrogance that bely his role as the noble and pure soldier of God. Metaphorically and literally speaking, there are many shadowy layers to the setting, and one should never be satisfied with what one sees on top. Taking things too literally often results in the "real" answers being revealed too late for your character. The really and truly scary part of the setting is to have your character ask these questions in front of a mirror, and discover valid answers.
This brings up the player's response and engagement with the setting. It first of all presupposes that you-as-player and you-as-character are even interested in asking the questions, let alone sticking around for the answers. This is a problem I have seen in the portrayals of the Sabbat in both VTM - Redemption and VTM - Bloodlines. The characters there seem way too comfortable with their lot on life as thuggish gangsters with no moral ambiguities. This might be appropriate for elder vampires such as Andrei, the Tzimisce bishop, but even here there are many questions to ask. "What is the right thing?" Andrei says it would be to exterminate and wipe all trace of your character from the face of the earth, so that he may help to forestall Gehenna and save the unlives of all other vampires. But here we see the same character flaws as with Grunfeld Bach: fanaticism, arrogance, and utter self-righteousness. "Can acts of evil lead to good ends?" "Do we want them to?"
I have known many players who have given the profiles of their Bloodlines characters, and many of them do not account for some of these deeper questions. That's all well and good for an action-oriented computer game, but RPGs have always asked something more of their players. It is unfortunately easy to slip into the static and superficial portrayal of a character, but even this can spawn its own sort of maturity. "Can people truly change?" "What is human nature?" "What is the difference between something and merely its appearance?" These questions are what I truly love about the concept of Humanity and the Paths of Enlightenment, for they ask us to question and possibly even change our characters' perceptions of what is good and what is evil.
"What does it mean to do good?"
Does it mean fishing for a man, or teaching him how to fish, or building a dam and a fishing fleet that destroys an entire ecology but feeds the starving people of an entire city? These are the sorts of questions the Paths of Enlightenment would ask, if the Paths of Enlightenment gave a damn about humans. If these sorts of questions asked of a setting have an easy answer, then it is probably not a very complex or mature setting.
I have thought long and hard about these sorts of questions as they apply to some of my own characters, for I fear that many of them have fallen into this trap. Rick Gentle, my namesake character, is a self-styled "Gangrel playboy" who is more interested in finding a warm female body to lie next to for the day than he is in the Jyhad or high-flying moral questions. I have worked on his concept a little bit, and I think I can ask some mature questions of him that do not lead to the easiest of answers. "Who am I?" and questions of identity arise first, for Rick is a member of the so-called "Generation X", which tries to find itself not through hard work or moral obligation, but through technology, television, the media, and peer pressure. Rick scorns the Camarilla, but he cannot fully articulate why, as he relies on its protection for his own existence. He does not throw all in with the Anarchs, either, for he is uncomfortable with the fanaticism and self-righteousness that many of them display (and which we have seen in both "good" and "evil" characters). All Rick knows so far is that he loathes and is terrified of the Sabbat, not because of what it does but because what it can do. "If one is defined by negatives, what is left of self?" I like to think that these kinds of questions - and their eventual resolution through play - make Rick Gentle something a little more than a sex-driven bruiser. Being a sex-driven bruiser is fun, and there is plenty of room for that kind of character in just about any setting, but to feel happy at the end of the Chronicle, I need a little something more.
The test of maturity to me is finding the answers to these convoluted questions. This is also perhaps the easier of the two tests, depending entirely on the kinds of answers given. Even in settings that ask the questions, and ask complicated questions, all too often they arrive at an "appropriate" or "satisfactory" answer that only reinforces previously-held convictions. "It is GOOD to save the damsel in distress!" "All orcs are EVIL!" "I am a GOOD person!" I am going to anger more than a few Star Trek fans out there, but to present this sort of non-conflict, I am going to use that setting. Firstly, is there any question at all that Captain Kirk would kill an innocent person? Is there any doubt in anybody's mind that Captain Picard would ever betray the Federation? The loyalty of Jonathan Frakes as Picard's Number Two is legendary, but could he ever be driven to turn on the crew of the Enterprise for his own personal gain? I believe than the answer to all these relatively uncomplicated questions is a simple "No". Or, at best, "Weeeeell... Captain Picard could betray the Federation - but only under the influence of the Borg, so it's not really Captain Picard at all!" The moral ambiguities I've seen in Star Trek and Star Trek: The Next Generation seem to rely solely on a discrepancy between appearance and reality, and those discrepancies are neatly resolved within half an hour.
Now, though, I'd like to contradict myself and say that sometimes it's good to have a game or two where you don't have to second-guess every decision a character makes, analyzing them for personal flaws and vice-driven motivations. It's good take some things for granted sometimes. It's refreshing. It gives us hope that there are, in fact, answers to these very mature and cynical questions I have been asking. Now I need to qualify this by saying that if that is your entire game, then you may be having fun, but you are not playing a mature game.
Given these qualifications of maturity - being able to ask complicated questions, and the complication of the answers - I am going to say something I never thought I would have reason to say: by this definition, World of WarCraft almost seems like a mature setting, in the sense that it has room for its players to ask these kinds of questions. However, most players in the mass MMORPG market don't bother to engage on this level, and the questions go unasked. World of WarCraft cuts itself off from these questions by the fact that it is a game, and it treats itself like a game. A character is generally not a motivated individual with their own agenda, they are "a questgiver". My own character is not treated as a cynical Forsaken mage, embittered and driven almost to despair by the loss of his wife, but rather a set of Arcanist gear and a Frost spec. Even at the story-telling level, WarCraft represents not true maturity, but only the inverse of commonly-held stereotypes. A long, long time ago, when WarCraft I came out, the answers to the questions of maturity had easy answers: "Who is evil?" The orcs, the Burning Legion, Medivh. "Why are they evil?" Because they have giant spiders on their team, and as we all know, you're evil if you have giant spiders on your team. "Who is good?" The Alliance, the Elves, the Light. "Why are they good?" Because they have paladins, and as we all know, if you have paladins you are good. Now, in the wake of WarCraft III and World of WarCraft, the answers to these questions are simply switched around, with only a few truly ambiguous cases. "Who is evil?" The Alliance, for their rigidness, racism, and imperialism. "Who is good?" The misunderstood orcs, who merely wish to escape oppression and rebuild their culture. (Surely no real-world allegories present here.)
Where the lines between good and evil are drawn neat and bold, there is death to mature roleplaying. There are "Heroes" over here, and there are the "Villains" over there. (And the "Heroes" are always over here.) Look in the mirror and you see whatever you want to see. There are no portraits of Dorian Grey, no casks of Amontillado, and certainly no Nosferatu. As a roleplayer who wants a little something more at the end of the day, I ask you to never forget to take a little time and ask these questions, and to not always accept the quick and easy answers.