I have mentioned this game before. A game by the title of Snatcher.
If you do not know what Snatcher is, Snatcher is a adventure game created by Hideo Kojima (creator of the Metal Gear series) and holy ****, it is pretty creepy.
I do not know if it is the dark graphics, the eerie criminal music or what. It all begins in the first act, as soon as you stand outside an abandoned factory, you feel a bit cold. And then that **** pterodactyl screech, holy ****. I reviewed this game before https://www.youtube.com/watch?v=OeYHXUPBjJc