1. Foreshadowing If the scenario where the stalking begins is not from the beginning of the game, use the PC's hero or character with god like insight or a team of more trained and more equipped characters telling the PC there's no hope.

2. Telepathic link or visions - overlay the monsters actions to the PC's screen in realtime on occasion - you never see the monster but you see it on a rampage or becoming aware of the PC's presence and evolve the stalking over time.

3. If your graphics team can do it dynamic and animated tonemapping/contrast/exposure/brightness for the monster. In this way the monster can be in the PC's FOV and the PC sort of know it or think they know its there. Exactly how to incorporate into game depends on map lighting conditions - is the visual of the monster something akin to the predator in the movie or does this partial visibility only happen in the dark i.e. shadows, nighttime, or large dark areas.

4. Loss of control - if the PC's personality is from a certain set you could justify a loss of control (can't run as fast...) or change in control system such that the only real option for the player would be to run because an inability to defend one's self easily.

5. If the monster eats it's victims loud "eating" type sounds might be nice.

Thats all that I could think of off the top of my head.

edit - 4. Loss of control - if the PC's personality is from a certain set you could justify a loss of control (can't run as fast...) or change in control system such that the only real option for the player would be to run/hide because an inability to defend one's self easily.

3. If your graphics team can do it dynamic and animated tonemapping/contrast/exposure/brightness for the monster. In this way the monster can be in the Players FOV and the Player sort of knows it or think they know its there. Exactly how to incorporate into game depends on map lighting conditions - is the visual of the monster something akin to the predator in the movie or does this partial visibility only happen in the dark i.e. shadows, nighttime, or large dark areas.

At heart all those things you've mentioned are tools

Exactly what I'm looking for at the moment! I'm trying to discover all of the tools available to me so I can properly craft an experience.

3. If your graphics team can do it dynamic and animated tonemapping/contrast/exposure/brightness for the monster. In this way the monster can be in the PC's FOV and the PC sort of know it or think they know its there. Exactly how to incorporate into game depends on map lighting conditions - is the visual of the monster something akin to the predator in the movie or does this partial visibility only happen in the dark i.e. shadows, nighttime, or large dark areas.

Oh and if this is to direct you can also add visual indirection by adding silhouette changing geometry (ala goku in super saiyan mode in DBZ).

Alfred Hitchcock was a pro at creating suspense without showing anything. He used camera angles and sound, as well as appropriate lighting to do it.

I'm sure there might be some Hitchcock tips on the internet somewhere.

Edit: found a link

http://www.borgus.com/hitch/index.htm

Watch this video series:

one of the scariest things I can imagine is being lulled into a false sense of security. the second you drop your guard you're dead, yet you cant help but think you're safe.

Accentuating on seongjun's comment of showing previously afflicted victims, perhaps you could use that as an opening. Employing what I'm saying as well, you start off in a neutral-friendly environment. This continues on for a short span until you happen upon the other victims etc. in some form or another. then you just have to stimulate the concept of a monster through visual and audio queues, their imagination will do the rest.

Which is another thing, never reveal the monster. A persons imagination will always be far more horrible then the reality. Playing on this strength, or weakness, of humans is a great way to instill fear without revealing identity.