Hey, no one mentioned Condemned yet!
It sacrifices potential at times, going instead of an excess of violence and even a jumpscare or two, but overall it’s pretty solid. Disquieting. Nerve-wracking, at times.
Let’s get oldschool for a second. 
Bad Day On The Midway
More of an experience than a game, it’s very atmospheric and that atmosphere is very disquieting. Explore the midway, inhabit various characters at will, survive a plague and a murderer. Disturbing character graphics, and their background stories likewise. A really good experience to be revisited a few times, playing as different characters.
The Dark Eye
THE Edgar Allan Poe game. Buggy, so I recommend not changing to any character’s viewpoint during a nightmare scene, nor revisiting Annabel Lee or The Masque Of The Red Death once you’ve seen them; pick a character and stick to them until the scene is over. Otherwise - excellent. Ex-ce-llen-t!
Are You Afraid Of The Dark - The Tale Of Orpheo’s Curse
I’m currently playing this one. I like it! It has style, it has personality. It knows what it wants to be: it wants to be “campfire horror story for young adults”, like Goosebumps, and it successfully walks that line consistently. It’s over the top when it has to be - but surprisingly restrained whe it doesn’t. Acting and production values are definitely above average from what you’d expect.
Cthulhu - Dark Corners of the Earth
What a pity, this one. It’s a could-have-been. Apart from all the bugginess, there are two things I can’t get over…
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The best bit of the game, by far, is the beginning, before you get to stealth all over the place and before you get weapons. Once you get weapons this just becomes a shooter. With interesting bits here and there, sure, but never half as good as the beginning.
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Checkpoint system, with poorly placed checkpoints. Hey, how would you like to play this section of the game over and over again until you get it ALL absolutely right? Hey, game, how about I uninstall you right now.
Amnesia is really a satisfying horror game, but I don’t feel like I’m really playing it because I always keep the walkthrough next to me for reference… It’s seriously atmospheric and terrifying!