My favorite horror games are Silent 1-4 (and Shattered Memories); Resident Evil 1-3 (plus Remake), Clock Tower (the stuff nightmares are made of), Alone in the Dark 1-3, Splatterhouse, Amnesia: The Dark Descent, Slender: The Arrival, Dino Crisis... I think those are more like "Survival", but I also like some other games whose thematic its horror/gore. They won't scare you, but their horror elements are present. I'm talking about Vampire The Masquerade: Bloodlines (remember the Ocean House hotel?), Half-Life 2 (Ravenholm. Nightmare fuel), Thrill Kill, Blood, BloodRayne, Post Mortem (more like a creepy thriller), Doom 3, Manhunt (Pigsy zomg), Hotline Miami (so much creepy stuff), Limbo, The House of the Dead 1-2... Honorable mention: Portal. The atmosphere, oh my god.