Let's see...

Total Chaos (Doom II mod)
Alone in the Dark 1-3
Black Mirror 1-3
Gabriel Knight 1 + 2 (haven't played the third part yet)
Tormented Souls
The Evil Within 1 + 2
Genesis Alpha One (has a bit of an Alien atmosphere)
Stasis (and perhaps Cayne)
Call of Cthulhu: Dark Corners of the Earth
Post Mortem
Tormentum: Dark Sorrows
Darkwood
Sanitarium
SOMA
System Shock
Bioforge

I hope you'll find something interesting here.

Don't know why I didn't think of it before : Guns, Gore & Cannoli is pretty much the perfect mash-up of horror and cartoonish goofiness for Halloween season. The only way it could be better would be if they added vampires and werewolves.

There's also The Supper, a very creepy but fun point & click. It's short, but also free.

That's similar to why I haven't purchased Near-Mage. Every single time I consider purchasing it as I am confident that I will like it, I pass it over because what I really want is a proper sequel to Gibbous and more Kitteh.

Bulb Boy
A short little game that's simultaneously scary and silly, making it rather charming.

Carrion
You're the monster the humans are afraid of.

Darkwood
If you think a top-down game can't be scary, think again.

Dead Space
I absolutely adored this masterpiece around the time of its release. When I last replayed it, it had held up quite well, aside from a few annoyingly blurry textures.

Sanitarium
Another game I loved back when it came out, this time a point-and-click adventure. I replayed it relatively recently and it's still great. Brace yourself for being unable to run or quickly move to the next area by double-clicking, two quality-of-life improvements I appreciate in modern games.

Prey
Another survival horror shooter that I loved. Go around killing monsters and unlock monstrous abilities (or stick to the boring human stuff if you like).

Edit: If you missed Limbo and Inside before they were delisted, check out the Spooktober Storyfest 2025 and Fight Club troisieme partie giveaways.

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From my wishlist:
The Excavation of Hob's Barrow
The Last Faith
Loretta