Despair

Steam: http://store.steampowered.com/app/368990/Despair/

The main character wakes up in a tunnel of the subway and tries to find out that happened to it and other passengers of the train. To understand that after all it happened to the gone passengers, the player should investigate strange catacombs being deeply underground. At himself the player has only a small lamp batteries to which very quickly come to an end. As the player has to collect notes left other people to understand that happened.