I thought Metro 2033 was essentially like taking one of STALKER's indoor missions and turning it into a whole game. Call of Pripyat has a few areas with subways/trains.
STALKER is more about roaming outdoor areas and just occasionally going into creepy enclosed indoor places. It's the antithesis of the linear corridor shooter. Of course, the storyline is still linear but that's how stories work generally. STALKER is like a sci-fi Elder Scrolls game without RPG stuff.