Welcome to Hell Lock! throws the player into a lonely town that seems to be filled with ghosts and apparitions instead of people. This town is portrayed really well since every scene you come across is filled with desolation and abandonment. Details like an unkempt lawn, coupled with more obvious signs like downed power lines and broken windows, really sells the game's setting and feel.
Vampire Saga does a good job using both music and sound effects to convey this feeling as well. Both background music and noises sound low key and feel distant. This is, of course, one of the major contributors to that alone feeling the game radiates. Unlike games like the original Portal, where your isolation is all but complete, the town of Hell Lock makes you feel alone, but also like there are things just outside of your view watching your character.