Title says it all. For me personally, I would have to say either S.O.M.A or Amnesia: White Night. Both got to me on a physiological level and when I finished both I had to sit there and question everything.
Edit: Seeing alot of PT, it's a shame it got cancelled because there was so much potential. And the spiritual successor to it Allison road, which also got shut down
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Destiny... The money I lost... Oh the humanity