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.
I’m surprised I haven’t seen Morrowind in the comments yet. The storytelling gave me the impression that Todd Howard must’ve played a lot of DND campaigns while under the influence of psychedelics just to lay the setting for the plot. I highly recommend because I’ve had a lot of moments throughout my playthrough asking myself “wait, did that actually happen?” And, “Is this a Bethesda bug, or is the game straight up cursed?”. Also, Many of the characters, creatures, and a certain “house”, or faction in the game are straight up Lovecraftian, with aesthetics pretty on par with Bekzinski’s art-style. I also think the Marathon series fits the bill on a lot of these aspects. It’s Bungie’s precursor to Halo, and while its narrative may be similar, I think the devs had to get creative with the limited software capabilities available at the time and so the narrative ended up being an experience I’d describe as “wild and uncanny”.