Maybe it could be a bunker that the player lives in. So the player has been living there for years, but then they hear something happen on the outside (like an explosion or something), and after a while the knocking starts.
I had this idea for a game once where the main character lives inside a mix between a tank and a bunker. Then a nuke explodes. The souls of those that died then try to kill the player, the only survivor of the explosion, whom all the ghost are jealous of. I never finished this game though.