cry of fear is a good free one on steam. it can be played coop up to four players as well

Secret of The Magic Crystals

Bad Rats scared me.

Condemned

Well, you could check out a youtube channel called HarshlyCritical. He plays pretty much only horror games on his channel. Good idea to check him out. He provides download links for the downloadable ones, too.

i heard Home is pretty creepy...and there is some cthulhu fps game i had...

im a 35 yr old man but scary games are too much for me lol...had to uninstall that cthulhu fps

Call Of Cthulhu: Dark Corners of the Earth.

Dead Space 1, Silent Hill Series, Resident Evil Series, Shadow Man, Doom 3 etc

Try home, It's pretty good and really cheap on steam.

Bioshock

Gettysburg: Armored Warfare

<3 horror!

Fatal Frame, Silent Hill, Siren, Clock Tower, Haunting Ground, Kuon, Eternal Darkness: Sanity's Requiem, Obscure, Cold Fear, Echo Night: Beyond, Deadly Premonition

If you dont mind old games i could suggest Cold Fear, that game is what Resident Evil should have been

F.E.A.R. and F.E.A.R. 2

My favorite Horror games, were the Parasite Eve Games.

Silent Hill 1.

Outlast and Amnesia A Machine for Pigs are coming out soon. Get them both!

outlast looks pretty scary and obvs the new amnesia will probably get them both

Sydtem Shock 2

Dead Space!

Amnesia! (I had to)

Lone Survivor (Kinda? More survival-y)

Resident Evil 1-4, 5+6 are militarized and COD-ized

uhhhh

Cry of Fear is free right now, I have yet to try it.

penumbra: overture and penumbra: black plague. you'll also get requiem with black plague, but just ignore it.

Afterfall: InSanity
Martian Gothic: Unification
Necronomicon
Evil Dead: Hail to the King
S.T.A.L.K.E.R.: Shadow of Chernobyl
I Am Alive
Anna - Extended Edition

Dead Space
Condemned
F.E.A.R.
And of course Bad Rats

Alan Wake was maybe not scary, but definitely tense if nothing else. Dead Space series (3 is less scary and more FPS-y). I thought the first Bioshock had its fair share of scary moments. The Clock Tower series is classic if you dig point and click. The original Silent Hill games. Early Resident Evil. F.E.A.R. is pretty good, especially the first one. I'm sure I can think of more eventually.

Edit: oh and +1 for Penumbra.