In "The Pit And The Pendulum" why does the prisoner feel that he is being watched?
Because he is being watched. It's eerie, and the textual references are brief and hard to catch, but they are there. They throw him in the torture chamber, and watch to see whether he is going to fall into the pit. When he doesn't, and discovers the pit accidentally by almost falling into it, the text describes how
"At the same moment there came a sound resembling the quick opening, and as rapid closing of a door overhead, while a faint gleam of light flashed suddenly through the gloom, and as suddenly faded away."
So, they (meaning, his torturers) open a door and see him fallen at the edge of the pit. Later, after he slumbers, he finds himself tied to the board, with the chamber being lit so that he could see it. So, his tormentors saw that the pit didn't work, and moved on to plan B-the pendulum. They couldn't have done that without knowing his movements. And then, the very moment that he escapes the pendulum,
"the motion of the hellish machine ceased and I beheld it drawn up, by some invisible force, through the ceiling. This was a lesson which I took desperately to heart. My every motion was undoubtedly watched."
The exact moment he slides off of his board, the pendulum ascends; they would not have known to do that unless they had been watching him. They wanted to know if and when each of their tortuous schemes was working. So not only were they torturing him, they were watching while he suffered-disturbing to say the least. I hope that helps!