The epitome of what I’m trying to refer to is the Playdead games (Limbo and Inside). Dark Souls and BioShock both hit on this idea but not quite so directly. The game BADLAND is also a great example of this, too. The mobile game The Silent Age also did this exceptionally well. Never quite knowing what’s going on, and maybe some tension without release, but again not straight up horror. A feeling of uneasiness is what I’m looking for.
When playing through Inside, there’s never any moments where you’re scared, but you’re never sure what’s going on and there’s always a level of unease. What are all the mindless zombie-like people? Why is everyone hunting the player? What happened to this city? What’s the goal of the character the player controls? What exactly is going on here? That’s what I’m looking for. If you know of any other games which do this, I’d greatly appreciate hearing about them. It’s a very specific niche so I’m not sure how many games do this, but the games that I’ve seen do this tend to be some form of post-disaster or dystopia. I’ve seen some great artwork do this too. Zdzisław Beksiński had done some stuff like this. Some great dystopian novels also do this quite well.
Half Life/Black Mesa. I replayed it recently and I had forgotten the level of unease that pervades most of it. While short of horror, there’s been an obvious disaster, people are panicking, and it’s unclear to the PC what is going on for most of the game.