Thaumazein

Thaumazein is a philosophy-driven first person puzzle game for PC set in a fictional 1930s Noir setting. 

You play as Silas Disten, a detective looking for his wife, Grace Disten, a renowned philosophy teacher who dissapeared along with a train on one of her trips. 

During a trip in 1920, the train is robbed and all passengers are let out except Grace. The robbers leave a note for Silas - "Come find her".
The train resurfaces 10 years later, and Silas returns to solve the mystery of her disappearance and find closure once and for all.