Silent Hill 2: You're in a foggy, lonely dacaying town that used to be a beautiful place that you and your wife loved... until she died. She sends you a letter telling you to go there, and what happens next is pretty much the dictionary definition of good story telling and atmosphere.
Portal: You're a test subject, alone in a research facility with a derranged A.I. who could kill you anytime she wanted to, but chooses not to.
Bioshock: You're in an underwater city, with lumbering monstrosities, horrific little girls, insane residents, a man who wants you dead, a man who supposedly wants to help you, and a woman who wants you to help others.
Penumbra: You're a single physicist whose mom dies. Your dad sends you a letter, apologizing for being dead and geving you a key to a box in the bank. In the box is notes about a place in isolated Greenland. You go there, and you find an old mine/temporary military bunker. Horrific things are chasing you, but you are armed with... nothing. you must run. You only have one friend down there, and probably one of the few friends you've ever had, and those of us who've played it know what happens to the poor guy *shudder*. If you haven't played it, trust me, his fate is worse than you think (in a way).
Condemned: First one, that is, although while Bloodshot is awesome alone, it doesn't fit in with first game. You're a cop whose been framed for murder by a serialy killer who kills serial killers with their own M.O.s. However, you're also going crazy or something, so what is probably a normal guy appears twisted and horrifying to you.
