I used to play the Battletech card game, which was much more complicated than any other card game I've ever tried. Like in magic you have your deck, your resources, and your play field. In Battletech you have your stockpile/hp (your deck), resources, midfield, front defenses, stockpile defense cards, construction yard, and I don't even remember what else. After playing Battletech, Magic always seemed so simple to me.
As far as video games, probably MMOs. Yea you can play them casually and not even scratch the surface, but there's so much shit if you really get into it. In WoW for example, there's detailed specs and arguments to back them for every class, with at least 1 spec each for pvp and pve, and slight variations on dps/heal rotations that can drastically change your results. Every boss in the game has it's own unique strategy you need to memorize and practice, there are numerous sets of dailies to find and figure out to grind reputations. There's just so much shit in any decent MMO.
I'm sure there are others that are more complicated up front that I've played. MMOs just have so much shit that I'd say they're pretty complicated if you get into all aspects of the game.