For my thesis I am searching for games which make use of online data, that is orginally not directly related to that game (similar to the idea of fantasy football).

M. Friberger defines this sort of game as Data Games: "... games where gameplay and/or game content is based on real-world data external to the game, and where gameplay supports the exploration of and learning from this data."

Do you know any (experimental) games that use the web as source for ever changing game mechanic variables or even game art? (excluding updates with new content only created for that particular game)

I also posted this question on reddit: https://www.reddit.com/r/gamedev/comments/4i1dyt/games_that_use_online_data/

Thanks for your help!

Have you googled "augmented reality game" yet? That's an easy place to start. There's lists of top 5 AR games of X year, and let's play videos on youtube, lots of easy resources.

All pure simulation games and serious games created for training purposes ?

Some sports video games like football, baseball, soccer, ... where real data are used to create the video game player's players. (Watch the film "Moneyball" for more context). The databases filled with real player performances are also used for guessing what team will win, so it also greatly influence some bet games.