ペルソナ ～淫虐の仮面～

A series of gruesome murders shocks Japan. Young women are kidnapped, tortured, and killed under mysterious circumstances...

The protagonist wakes up in what looks like a hospital, but is in fact a special psychiatric facility on a space station. The hero doesn't remember anything, not even his name. Three young women - Shelly, Elisa, and Aoba - will help him to find his memory, and he will gradually realize who he is and what is his mission.

[From Moby Games]