So, I'm a big fan of the Kane & Lynch games, especially the second one.
I loved the visceral voice acting, the gritty intense feel of the game and the general mood/ambiance the player experiences and imagines.

It's so intense, the voice acting is what I think makes these games.

So does anyone know of any movies out there that are filmed and directed in a similar style ?

I can't really think of any.

Never played the games but several scenes in the first one looked heavily infulenced from Heat.

I would just look in mobster/heist movies. Cant think of many at the moment other than Public Enemies, Heat.