According to a tweet from Italian website Multiplayer.it. Bethesda’s mystery game announcement is Shinji Mikami's Project Zwei.
Project Zwei is a survival horror title, that was announced on April 2012 in Famitsu. It’s being developed by Shinji Mikami's new development studio, Tango Gameworks. Development of Project Zwei began at the end of 2010. Shinji Mikami chose to create a survival horror as he felt the desire to meet fan expectations. He felt that the genre he is best at would be the most rewarding.