I guess, kinda, although your no spy. The first game you play Corvo Attano, the Empresses royal bodyguard (and secret lover). The second game you can play either Corvo or the current empress, Emily ( Corvo's daughter, sired from the last Empress and Corvo).
You do get a few fancy gadgets to use as well as magic which allows you to either 'Blink move' (move in a fraction and over large drops), possess humans or rats (very handy for avoiding guards), stop or slow time and numerous other special abilities.
I like the premise that the more chaos you create in world (ie killing people) influences how the world around you reacts. I always try and avoid killing anyone as there are always two or even three ways to achieve your goal.
You would...