Amnesia: the Dark Descent - A Lovecraft-inspired first-person horror game set in the late 1800's which focuses on exploration, discovery, and the protagonist's swiftly-dwindling sanity, to the point where it doesn't even have combat mechanics. Instead, you're forced to run, hide, and improvise barriers to protect yourself from the creatures inhabiting the setting - creatures so horrible that it warps your character's vision and drains their sanity to even look at them.
Nutshell synopsis: You play a man who wakes up in an abandoned castle having forgotten everything about himself and his past save his name. (hence the title) After regaining his footing, Daniel finds a note from his past, lucid self demanding that he venture deep into the sinister heart of Castle Brennenburg and kill a man implied to be behind unstated terrible events which took place there. As he delves deeper, the backstory is filled in through snatches of recovered memories, notes and journals scattered through the rooms, and other mementos of life forgotten. However, some nameless horror has set itself in pursuit of Daniel, haunting the halls and manifesting creatures to bedevil him.
Oh, it's also probably the scariest game I've ever played. And it was made by a handful of Swedes working with their own custom game engine. (The same guys who did the Penumbra series, in fact)
$20 from the developers, which nets you binaries for Windows, Linux, and MacOS. (also on Steam)
http://www.amnesiagame.com/