"King Nine Will Not Return"
"Stopover in a Quiet Town" There are several episodes in which people find themselves in strange places, but not upon waking up.
"Five Characters in Search of an Exit"
The Jeopardy Room
A Stop At Willoughby
Execution
Person or Persons Unknown although to be fair he wakes up in a familiar place, but everyone else finds him unfamiliar.
THe first episode Where is Everybody? fits. A man walking down a country road with no knowledge of who he is or how he got there.