Call of Cthulhu: Dark Corners of the Earth might be another horror game to consider, yet I'm not entirely sure about recommending it. The atmosphere is great, the Lovecraftian setting is very well done and some parts are wonderful (all in my humble opinion, of course), but after an excellent start (Innsmouth), I had frustration progressively creep in. Main culprit for me is the save system: you cannot save anywhere but are forced to use checkpoints, and this means you will play some sections over and over again (especially stealth ones). Add to this frequent and long cutscenes that cannot be skipped and the experience can really become tiresome after a while.
In the end it left me with a sense of disappointment and that's really a pity, because a good game could have been a truly great one with only a few different design choices (just a "save anywhere" function would be an enormous improvement, actually).
However, if checkpoints don't bother you too much, and especially if you have an appreciation for Lovecraft, you might want to try it out.