Horror games? >:D

... You just about played all the good ones, except for maybe STALKER, but STALKER isn't exactly scary, it's more atmospheric and immerses you into the environment

Edit: I see you haven't listed FEAR, I'd recommend FEAR if you want something scary, the FIRST FEAR, not the shitty sequels

maybe slender? :D

Cryostasis?

Cry of Fear is decent. The first FEAR is pretty good. And STALKER is definitely good. I suggest picking up the whole series when it goes on sale.

Hello kitty online

wat

Condemned

Hm, a good horror for PC that is not Silent Hill, that's tough. Alan Wake for sure. I'd also recommend Cursed Mountain, it was ported from Wii to PC and I actually enjoyed it.
Also Cryostasis turned out to be an actual horror to my surprise. Condemned as well. But they're first-person ones.

Do you have access to consoles? Haunting Ground is a title I'd recommend if you have a PS2.

Otherwise, look up The Suffering, The Suffering: Ties That Bind (neither title on Steam) and Call of Cthulhu: Dark Corners of the Earth (is available on Steam, regular price is US$10).

The marine campaign in Aliens v. Predator

Alan Wake

Aliens vs Predator 2, marine campaign

Superman N64

Paranormal and Call of Cthulhu Dark Corners of the Earth.

Cryostasis. Oh btw I saw Doom 3 in the list. If you want horror play the original. The remake is more action game like.

Silent Hill 2, 3 and The Room can be downloaded on amazon. Nope seems like you can only buy boxed copies :/ but they do exist and are some of the best horror games to play period.
Silent Hill 2
Silent Hill 3
Silent Hill 4

Scratches

Post Mortem

cold fear is on steam and ps 2. Alone in the dark too. Paranormal,i tried the beta. It was sooo scary.

Siren? Though because of some action elements it may not always frighten you.

Finished Call of Cthulhu a few days ago. While not very scary, it had its moments. A great game anyway.

The Walking Dead? Alan Wake? Any Bethesda game that has a horror mod?

I think you've played most of the highlights. If you're willing to go to PSP, though, try Corpse Party. Very nice horror. Or try Eternal Darkness on Gamecube.
PC visual novels hold most of the horror games you haven't played yet. Try Higurashi no Naku Koro ni, or Umineko no Naku Koro ni. Both have been fan translated to english.

I'd also like to add to all that has already been mentioned:

I have no mouth and I must scream (the game)

Lucius

Lone Survivor.

Clive Barker's Undying. If you can find it anywhere but old classics never dies.