What are some examples of games with well-made difficulty modes?

Yes, yes they do. In Thief The Dark Project at least several levels have areas that are blocked off on lower difficulties.

Could you give me a list because I don't remember that happening.

No I couldn't because I'm not an autist who makes lists of everything I come across. You think I just keep a .txt for every game I play filled with worthless trivia?

Go on Thief wiki. In every mission page there should be "Difficulty alterations" chapter which explains it.
For example thief.wikia.com/wiki/OM_T1_Down_In_The_Bonehoard#Difficulty_Alterations

Huh so expert really is the only way to get the most out of the game

I'm having some fun with the difficulty on Original Sin 2

More enemies spawn, they do more damage, but you also get more experience.

Enemies have stronger attacks (?) and all new characters start at level 1, which is actually a good thing if you know what you're doing.

On the hardest campaign difficulty the AI outright cheats, which isn't such a bad thing because otherwise you wouldn't get to fight a lot of big armies.
Setting it to hardest for battles gives the enemies slight bonuses, but also makes morale much more important which lets you take advantage of whatever fuck-ups the AI makes but also lets it do the same to you.

Really?
I was under the impression that the higher the difficulty, the more damage both you and the enemies dealt to each other.

Nah it works like a standard game. Higher difficulty means you deal normal damage instead of 20% higher than normal and you take normal bullet damage instead of getting it reduced by 20%.
There are also some changes to loot drops on higher difficulty with Master getting the least drops.

I appreciate your passion for Thief but could you please stop misusing the words "cut content?"

Didn't perfect dark made missions more complex by the difficulty?