Sounds like I need to get in on this RPG Maker awesomeness. How much is it?
Oh, every RPG Maker horror game I've talked about so far is free (as will be any upcoming ones I talk about). I actually should have provided links to those above games, my bad there. EDIT: If this post wasn't the response you were looking for look down two posts below.
If you want to try out Killer Bear (though I wouldn't start with this one, it's really not as good as many of the others out there), go here: http://www.memoriesoffear.com/games_killerbear
/ (just download both the game and the RPG Maker 2000 RTP also provided in the link there and it should run)
Paranormal Syndrome: http://tosiaki7.tumblr.com/post/67941235062/paranormal-syndrome-translation-complete
Like I said with Paranormal Syndrome, it's a bit more complicated to run than most, but not a big deal if you follow the instructions posted there. Just to highlight it in quotes:
You will need to set the locale of your computer to Japanese, and run this game with the Japanese RPG Maker 2000 RTP (downloadable from here, just scroll down and click on where you see .zip, use ctrl+f for convenience). You will also need to set the locale to Japanese before installing the Japanese RPG Maker 2000 RTP. For instructions on setting locale, see here for how to do so in Windows 7/8. Note that you should download the RTP and the game AFTER you set the locale to Japanese - if you’ve done so beforehand, you’ll need to do so again after setting your locale to Japanese.
Important part bolded there. Heed its words!
How to change the locale in case you didn't know how: http://windows.microsoft.com/en-us/windows/change-system-locale#1TC=windows-7
Like I said, it's more complicated than most games which usually just requires downloading a certain RTP, but really not as complicated as it may look. Just follow the instructions word-for-word and you should be good to go there.
For the other games I've played (all also free of course) (and decidedly less complicated to run): Most recommended: The Crooked Man - http://vgperson.com/games/crookedman.htm
(as I've said before, easily my favorite one of these games thus far) The God of Crawling Eyes - http://rpgmaker.net/games/5659
/ (I talk about this game in more detail here
) Ib - http://vgperson.com/games/ib.htm
(it really is worth it to play this multiple times to see how certain choices will make certain events play out differently and give you different endings - also a second playthrough will open up an entire new area to explore at the end for extra awesomeness!) Mad Father - http://vgperson.com/games/madfather.htm The Witch's House - http://vgperson.com/games/witchhouse.htm
(I mean it when I say you should go into this one knowing as absolute little as possible - the number of ridiculous and often gruesome ways you can get yourself killed without expecting it rivals a Sierra adventure game) (one more thing, in one of the rooms in the beginning you might find a chest of drawers that says upon examination "don't open until house returns to normal" or something along those lines - DEFINITELY run for that room at the very end of the game and collect what's in there before exiting to get the "real" ending to the game, which I tell you is an amazing sucker punch of a conclusion) Yume Nikki - http://yumenikki.wikia.com/wiki/Yume_Nikki
(you most likely have heard of this one if any of them, but if you're unfamiliar, I also highly recommend going into this game knowing as absolute little as possible, albeit for different reasons than The Witch's House - just trust me on this one) Recommended
: .flow - http://yumenikki.wikia.com/wiki/Yume_Nikki
(a fan-made spin-off of Yume Nikki so the link to the game is on the same page as above - I'd play Yume Nikki first, but this one is also not bad) Ao Oni - http://mygames888.info/aooni.html Least recommended, though you might find some enjoyment from them: Clock of Atonement - http://www.chip.de/downloads/Clock-of-Atonement_34066730.html
(link is in German but the game you'll download is in fact the English translation) (and no for some reason I could not get this game to run in full-screen at all, but it makes little difference since the game is so short and simple in its mechanics anyway) Hello? Hell...o? - http://vgperson.com/games/hellohello.htm
(one thing I must mention is that there's 37 different endings to the game[!]; no, this isn't a ridiculously complex or convoluted game, it's just that each possible playthrough is so short, often less than a minute or even less than 30 seconds to get to an "ending" that they can get away with cramming in so many different ones. Also the entire game takes place in one apartment room so that helps. If you keep playing after you get an ending and try different things though you'll notice many changes start to occur - also there's a point where you may get a "happy" ending, that or a certain kind of "bad" ending - in either case the game won't let you continue and you'll have to close out, but that's actually not the real end of it! Boot the game back up and you'll notice yet another change, this time more significant than previous times - this will allow you to work towards the "true" best ending of the game) Skinwalker - http://gamejolt.com/games/other/skinwalker/16701
If a game won't run it's most likely you're missing its respective RTP, as I said before. There are really only a few that all of these games use out there, and in most of the links above it'll tell you which one you need, but just for a little extra convenience I'll provide a link which has the three most prominent ones used here (and with Killer Bear and/or Paranormal Syndrome you should already have the RPG Maker 2000 RTP which some of these games also use, but I'll provide a link to that one also for convenience anyway): http://www.rpgmakerweb.com/download/additional/run-time-packages
(RTPs for RPG Maker VX Ace, RPG Maker VX and RPG Maker XP) http://divinelegy.com/rmt/utilities
/ (for RPG Maker 2000 games, and also 2003 games, which one or two of these games might also be but I can't remember)
And no, you don't actually need to own any of the RPG Maker programs themselves to run these games, just their completely freely available run time packages. Anyway, have fun! (also technically some of these games aren't RPG Maker games at all but rather Wolf RPG Editor games, a program like RPG Maker but completely free with a few features not found in some RPG Maker editions, and doesn't require any RTPs to play a game made in it; sadly it's currently in Japanese only, and current efforts to translate it to English are only partially complete and a long ways off from full completion)
P.S. Just want to remark that none of these games are really RPGs at all, more like adventure games that control like old 16-bit JRPGs. There are some upcoming games I plan to play which do have traditional RPG elements like battles and leveling, but just wanted to let you know ahead of time so you don't go into these with the wrong expectations.