Fallout New Vegas, specifically the dead money DLC. I really got into the whole doomed casino atmosphere with the gas all around and creepy ass townspeople. It was the one time during Fallout when I really felt like I was in a desolate wasteland, it was awesome.
Also Amnesia: the dark descent. This game scared the crap out of me. Alone, with the dark and using headphones, it gets to you quickly and you literally start to panic when the character does.








