Well, his iron calm works very well with the game, having little emotions portrayed makes him able to have an easier time. But in the text dialog he seemed to be panicked and worried, but as the game character description says about him "Doesn't like the show his emotions"
The doppleganger displays him begging for help, at least that's what I wagered what it was saying when listening closely to a video online, but he's outside of the door instead of inside.

I say the haunting is indeed taunting him cause he does yell out for help and the haunting is taking that into affect

@carneeval: Trough the haunting facial expression I wouldn't say "beg for help". The haunting was more than likely mocking Henry.

agree, henry not being able to get out

Yes, it was mocking Henry. Henry is an EXTREMELY stoic person.

Very valid point, it does lack any expression and only whispers. Thank you for the correction.

much like this, if all would mind.

Haunting: *mumbling*
Henry: *looking at it*...why...why can't I escape...
Hauntng: help...help... *mocking kind of way*
Henry: ...i won't escape...i can't escape...what a nightmare...

The henry haunting was my favourite,
I thought it was interesting seeing him standing outside pleading for help when you're the one; Henry inside somewhere you couldn't possibly escape.

He'll look at the mirror and... "What the hell"?

The haunting is not "pleading for help" it's only taunting/mocking/telling Henry to fuck off. I don't know why or where or how people get the idea that the haunting is saying "Help me".
The haunting is saying things like "hmhmhmhmhmh" or whatever.

It seems like it's acting like it wants help.
I understand that it was mocking him, I got that impression the first time I played.

More like "What the hell?"

*Henry looks through the peephole. He sees himself as a haunting.
Here is one possible reaction:
Haunting: "@=%0@# humph..... @#-% humph...."
Henry: "Are you okay?"

The impression *I* got of his eyes being gouged out was more along the lines of being unable to cope with all he's seen while traveling through Walter's "worlds".

I cant remeber but does the henry haunting have 21121 carved onto his neck?

Sadly, he does not. The 21/21 on his neck is not a cannon thing, just a thing we fans developed and became popularized with him.

if harry was a haunting, he would think there used to be holes everywhere, but there isnt one now.

Do we know where the 21121 is?

tattooed on his ghost-ass

Probably on his back or stomach, like with roughly half of the Sacraments.