Here are a bunch, although they are supposed to be used with a defunct product called ChessVU: http://www.angelfire.com/games3/smartbridge/ Note the huge and deeply annotated middle-game database. Edit: I have since tried some of these games out with SCID vs. PC, and it works great. That middle-game tutorial seems to be a really great resource; and there are many other there, too.
Follow-up: Many of these links are broken and/or pop up ads. While it's still worth going through, I'd make sure to either use a sandbox, or a chromium variant. Some of those same materials are here:
Chess Openings: Opening Analysis on the Web
Some of these are annotated games, some are raw PGN, and some are other materials. They are nicely broken down by opening.
This guy at https://pathtochessmastery.blogspot.com/ calls himself only "ChessAdmin", and calls himself a Class C player. On the right column of his blog, he has two databases you can download, one with 180 of his own games, and 77 games of masters, that he's commentated.
Here's a small, older cache of annotated games, for those who are still using the discontinued Chessmaster software:
Chessmaster Grandmaster Edition Downloads | Forums