Amnesia did this really well imo. The first half of Rebirth has no direct threats, but many many things that make you feel uneasy. You won’t know offhand when you’re finally in a “lethal” situation, and it hides its failure states a bit so that you’re never sure if you could have avoided an encounter.

The end result is something very close to the one-chance experience of being a character in a horror movie, complete with unrealistic escapes.