What horror games have you played already? Have you played Silent Hill 2? Maybe Amnesia: The Dark Descent, SOMA or Cry Of Fear?
Perhaps you want something more obscure like Scratches which is abandonware and you can get a copy from
MyAbandonware.com. (Alt link for the
Director's Cut because it has a GOG installer if you don't wanna fuck around with ISO files)
Maybe a Korean horror game named White Day: A Labyrinth Named School (2001), there's a Remake of it that's on Steam but I would recommend playing the original which you can download and play for free with an english patch already applied from
Moddb.com. (Alt link for the files page for the game's
Moddb page because it's been a while and I am unsure which version is the one to get.)
Ooh, I tried the original White Day about 12 years ago but got stuck right in the beginning during the part where you have to turn off the alarm, haha.
@ OP
Here are some titles for you.
Silent Hill (1-3 is essential, start with the first one)
If you enjoy SH, The Devil Came Through Here Trilogy might be a good pick.
I only beat The Cat Lady so far, and I always get stuck on Downfall. I recommend getting all of them, and also Burnhouse Lane by the same developer.
I heard that Milk Inside A Bag and its sequel are very good, but I'm saving them for later. They have psychological themes too.
Clock Tower and Fatal Frame series are classics. If you enjoyed Clock Tower, there's also the spiritual successor Haunting Ground for PS2.
I always heard good things about Parasite Eve and Dino Crisis, but haven't gotten around to them yet.
If you want something disgusting, try Bad Mojo. It makes me nauseous and the puzzles are confusing so I never got far in it.
If you want a more oldschool experience, there's the old Alone in the Dark titles, World of Horror and Sweet Home. World of Horror is an indie game that looks like classic Mac OS and is inspired by Junji Ito's art. It can be rather challenging.
I don't really know what to do in Alone in the Dark, and honestly the graphics are kinda funny to me at this point, but it literally created the entire survival horror genre along with Sweet Home.
I haven't played Sweet Home yet but people say that it's pretty difficult.
Other titles that I wanna check out:
D2
Kuon
Rule of Rose (my best friend played it a long time ago and everybody says that the story is the strongest part and that the gameplay sucks)
Galerians 1 and 2
Hellnight
Cryostasis
Amnesia: The Dark Descent (been meaning to play it since it was released)
Cold Fear
Nocturne, as well as the Blair Witch titles
Crow's Country
Siren 1 and 2 (extremely hard)
The Suffering
Echo Night 1 and 2
Among others.
I also need to give another chance to Obscure I and II, Detention and the aforementioned White Day...
Not exactly 'horror' but might be of interest to you:
Koudelka and the Shadow Hearts franchise
Baroque
Mainline Shin Megami Tensei games
Disaster Report series
Fatum Betula
LSD Dream Emulator, as well as other surreal games by Osamu Sato like Chu-Teng and Eastern Mind
Cosmology of Kyoto (deals with reincarnation and it has a strange atmosphere - to this day I have no idea how to play it)
Perhaps Drakengard (I was told that it has dark themes?)
Mizzurna Falls
Deadly Premonition
Aconcagua
Vampire The Masquerade: Redemption and of course, Bloodlines
BloodRayne 1 and 2
I discovered a game today called Despiria and it looks pretty crazy, but sadly it was never translated to English.
And there are a lot of visual novels too, but I won't list them right now.
Let me know if you want more suggestions.