Most video games, especially the big-name, high-budget ones, are created by a huge team of people. Some are in charge of how the game plays, others design the levels, others still do the sound.
Before the nuts and bytes get tightened, most games start with an idea. To give the entire team a visual representation of what the "look" of the game is going to be, most companies hire a concept artist, just like movies do.
This concept art can give the game a direction, but on their own, they can be fascinating visual adventures in their own right. Here's some brilliant art from some recent games, and some info on the incredibly talented artists behind them.