The most recent horror game I've played in the past few years was actually a mod for half-life: Afraid of Monsters.
I'm not particularly partial to horror games myself, but this one was really interesting. The animations and unnatural enemies were truly unique, while ammo conservation and a limited flashlight battery made combat and navigation that much more intense. And don't even get me started on the brilliant sound design...
dead space 2 by far. Got to some mission when you're in some super dark church place waiting for a door to open, then of course it doesn't and some crazy monsters charge between shadows you when you try to leave the area. That moment was when i turned off my ps3 and said no more.
also fallout, with the ghouls in the train tunnel.
DreadOut you say? Well it turns out that TeamFourStar, a group that does DBZ parodies, is doing a Lets Play of DreadOut. You can check out the first episode of it here at their website.
EASY!
Amnesia: The Dark Descent
http://www.metacritic.com/game/pc/amnesia-the-dark-descent
http://www.gamespot.com/amnesia-the-dark-descent/reviews/
Horror-survival game. Might want to buy extra underware before you play it.
I don't play many horror games,but a RPG that creeped me out was Mass Effect 3.For some reason, the reapers scare the heck out of me! They definitely have that creepy factor,the whole zombie thing going on.
Another game that can (kinda) be classified as spooky is ARMA 3. You may never see the aggressor but he saw you.He shot first and now you're dead. It keeps you on edge, more so if you are playing solo.
I have played Amnesia: The Dark Descent. It is not very scary, because you can meet a monster very rarely, but if you play it with headphones it is really creepy. You can hear how the heart of the character is pumping and how he breathes. If you like horror games you must try it!