Here's a few I've played I don't expect others to mention unless I bring it up.
Firstly, let's get two of the scariest games I've ever played personally out of the way.
WhiteDay: A Labyrinth Named School: A obscure (but less obscure these days, I try to make sure of it) old Korean PC game that released in 2000. Was ahead of its time and had combatless horror way before it was popular. Also does it a lot scarier in my opinion than things like amnesia or Slender or the like. The game was so scary, with so many sending emails to the developers they couldn't complete the game due to fear, that the developers released a patch to scale scare level to difficulty. Game has random elements, on-top of scripted moments, and features you in a school that's getting continually more abstract and twisted as the night goes on. There's a deranged janitor going through the facility you can hear coming from a jingling from his keys, but hiding from him isn't much better as evil things lurk in the dark... One of the scariest games I've played personally, and one I'd be interested to see what it'd be like with updated visuals and the like.
Hellnight (aka Dark Messiah): An old PSX game that released in Japan and parts of Europe. Another game way ahead of its time. It has some adventure game, RPG, and point'n'click elements, but its main gameplay is wandering around an underground city under a future Tokyo, exploring and solving puzzles, with only a single monster, some kind of robot, as a threat. But this robot is constantly evolving and becoming more and more dangerous. Game scares the bejeezes out of me. Also had a perma-death mechanic where you had four party members that join you in the course of the game, but if you get hitt they're dead for good and that changed the story (basically you get hit, they die first, get hit again, you die).
Here's a clip of one of my worst scare reactions in a while, if curious. The game has a bad habit of having no sign of the guy for long periods of time (sometimes even like an hour or so) only for him to suddenly appear rampantly. He's somewhat randomized though.
Kuon: This game was interesting, it was a PS2 horror game that took inspiration sort of from Fatal Frame and was made by the people who would later go on to make the Demon/Dark Soul games. It had flaws, but had some interesting and unique elements and moments in it, but had a lot of potential to improve with a sequel. Shame that'll probably never come to be. It was a horror game that dealt heavily with Japanese mythology and had a combat system involving using magic and sealed spirits.
Echo Night: The last Echo Night game is probably the most famous one, Echo Night: Beyond (the horror game set on the moon). However, there were three games, they were rather unique first-person horror games with a bigger emphasis on narrative and exploration, but still some frantic mechanics and interest horror twists. It involved you having to put spirits to rest, through various means that become like puzzle solving (some you need to lay to rest, others are optional). Some require fast wits and survival, others are a puzzle or require you to find an item or another soul, and the like. Some teleport you to another place in a memory and are kind of like a level away for you to experience their story. Was an interesting and unique game that I am saddened never continued beyond Beyond.
Resident Evil: Dead Aim: No, not the RE games, specifically this game. I think a lot of people pass on Dead Aim, I know I originally did, but I played it earlier this year and I'm convinced it's one of the most underrated entries in the franchise. It was the fourth Gun Survivor game, and the third Gun Survivor game based on Resident Evil. The first two weren't very good. However, I feel Dead Aim was the first Gun Survivor game that actually hit it out of the park. A shame it also was the last one. It's one of the truest examples I've ever seen of a game that's equal parts horror and action. The game has gunplay, intensity, and is rather difficult, with a follow-behind camera when running around and a first-person camera when aiming and shooting. However, there's also a strong survival element here, as well as an actually really thick and effective atmosphere in places, a few well-done scares, and twisted and unique monsters that really challenge the player (two of my favorites being a Leer, which is a type of Hunter which is smaller but has multiple small little red eyes that watch you from the darkness silently before it attacks) and the boss of the Underground segment (a giant blind beast you have to sort of silently dispatch or else he becomes really difficult and he has a very precise-to-shoot weakpoint that can be tricky to get as he roams around). I wish the RE series had more ambitious smaller entries like this, or other entries blended horror and action as well as this title does.
There's a lot of others, but thought I'd go for some less likely to be mentioned ones here.
