I fell out the world.

[Sam Mortimer]

Well, I somehow glitched through a wall. I'm falling through the void.
. . .

[ChunkyMonkey]

This happens. I haven't had the misfortune of this in this game, but hopefully it is rare. I had this happen sometimes in some of the most highly reviewed games. Usually it is when you do some kind of action like jumping on some objects near the wall, or are trying to manuever between objects in tight space near walls. Also there may be invisible holes to fall out of the world if you go jumping or climing into areas they did not expect player would explore. Visually there may be a wall but they didn't actually create a block there.
I think this is a forgivable bug if you can make it happen every time.

[Guillaume]

There are no easy way out of it. The save system is functional when things go well and extremely bullcrap on the very rare occasion that a game breaking glitch occurs.

There game is short, so you could restart the game, but I'd understand if you don't want to do that. It's the job of developpers to implement safety nets in their games should an unforseen save breaking bug happens (such has having a history of 2 or 3 autosaves rather than a unique constantly overwriting save).

For the future, there is a fix briefly documented on Gamefaqs that allows you to use a quicksave and quickload function. The game isn't hard so the potential abuses for save scumming is pretty much a complete non-issue.

http://www.gamefaqs.com/pc/662037-amnesia-a-machine-for-pigs/cheats

If you have the heart to it, I'd say the game is totally worth finishing. The game is a crescendo that gets much, much, much better as you near the end. The end itself is what elevates this game and differentiate it from other title and (for me at least, but obviously not for everyone) redeem it's lack of difficulty.