This guide explains how to make the game skip all the intro videos and go straight to the main menu without deleting any files.

First, navigate to your Alone in the Dark: The New Nightmare folder. The path is usually
(your steam folder)\steamapps\common\Alone in the Dark - The New Nightmare\

Now take a backup of a file called "MOVIES.TXT" and put it somewhere where you can find it if something goes wrong.

Now open the original "MOVIES.TXT" with notepad or notepad++ and find the following lines and DELETE them!

0,logos,1,251
3,trailer,1,385
56,spiral,1,180

Once you've done that, save the file and launch your game.

Now your game starts straight from the main menu.
If this didn't work for you, just start the guide from the beginning again; and if you want your intro videos back, just replace the modified "MOVIES.TXT" file with the backup.

Have a good day!