Suggest me books about people (or a person) trapped in a puzzle/something they need to figure out?

I just finished A Short Stay In Hell followed by Windows to Hell.

I’m really interested in the situations the characters in these short stories find themselves in.

Is there anything similar to these short stories out there, with that existential dread feeling and that touches on philosophical stuff?

Maybe waking up in a place and not knowing how or why they’re there, and needing to use clues to find out, stuff like that.

(I don’t mean like the Saw movie franchise – I don’t necessarily want gore, I mean more thought-provoking stuff with twists and turns.)

by hitemplo