Classic point and click:
The Cat Lady (simply great)
Downfall (a little rough around the edges, but very nice)
Sanitarium (great psycho - horror with some needless elements put in - still worth a big recommendation)
Blackwell Series (cute little detective games... about ghosts)
Resonance (noteworthy thriller with good mechanics)
Primordia (one of the best post-apocalyptic games on GOG)

Adventures with a bit of action:
Deadly Premonition (unique, that's all I'm going to say)
Amnesia: The Dark Descent (moody)
Prenumbra series (scary)

In addition to what has been mentioned, I would add:

I Have No Mouth And I Must Scream: Pretty much the grimmest, darkest adventure game you are ever likely to find.

Dark Fall: The Journal and Dark Fall 2: Lights Out: Moody, traditional first-person point-and-click horror adventures. I particularly enjoy the first one.

The Dracula Trilogy: Three first-person point-and-click horror adventures based around ol' Vlad himself. The first two are more or less a "sequel" to the Bram Stoker novel, and are rather mediocre (though some of the environments are quite nice). However, the third one is a standalone story and is leaps and bounds ahead of the first two in terms of quality - I played it recently and was very pleasantly surprised.

Pathologic: I haven't played this one, but it has a reputation for being one of those "unique experience" games. (Though it's reportedly a little rough around the edges, and has some combat elements that, from what I hear, were not very well implemented.)

I'll also second the recommendations for The Cat Lady, Sanitarium, the Gabriel Knight games (especially the second one, assuming you enjoy FMVs), Phantasmagoria (for cheesy haunted house fun), Realms Of The Haunting (a bit more action-oriented, but great atmosphere) and Darkness Within: In Pursuit of Loath Nolder (one of the few Lovecraft games that doesn't screw it up).

And if you can somehow find a copy, check out a little-known game called Cosmology Of Kyoto. It's an old game, but the art style is wonderfully disturbing, and I've never played another game that managed to feel quite so spiritually oppressive right from the first screen.

Although you CAN get it for $15 plus a bunch of other adventures until Thursday:
https://www.humblebundle.com/weekly

ive had a look at sanitarium and even tho the story sounds intriguing the setting isnt dark enough in my oppinion to transport the crazyness, but again i havent played it yet and might take a closer look into it
sry but this is probably the one only recommendation so far i wont take a look into, i dont have a problem with mature content but larry isnt either mature nor much content imo

A big thanks for all the recommendations so far, those should keep me occupied for a while till i found something that suits my interests

and ive gave every post that recommended me one or more games a +1 :)

http://www.desura.com/games/last-half-of-darkness-society-of-the-serpent-moon
http://www.desura.com/games/face-noir

(might still be "free" with tremorcoins at tremorgames)

but there are just plenty of other adventure games to try.

Definitely give Beneath a Steel Sky a go. It's a good one, and free here on GOG.

Waxworks? Kinda different than what's been suggested already though.

Not sure how i forgot to talk about these but i recommend them as well.
I'll also mention "I have no mouth and i must scream" though i haven't played through it yet, it seems to be relevant to your tastes.

The Riddle of Master Lu

I'll just recommend this one right now because it's a game that anyone with an interest in the genre would enjoy and yet it has an offensively low number of votes on the GOG wishlist:

http://www.gog.com/wishlist/games/ripleys_believe_it_or_not_the_riddle_of_master_lu

So few votes for an adventure game classic, this won't do. So why isn't it more well known if it's that good, I have no clue!


Mobygames
http://www.mobygames.com/game/dos/ripleys-believe-it-or-not-the-riddle-of-master-lu

The Cat Lady
Gabriel Knight series
Blackwell series

Dungeonsiege 2 is brilliant!

If you can get the boxed version on disk, it lets you do the campaign in co-operative mode with only the one game copy installed on two computers.

I played through the campaign with my wife, we had so much fun. Never been able to do that with any other game ever since because either the co-operative campaign option is not there or playing from two computer with one game copy is not allowed. (These problems are what make Consoles so popular)

A couple other horror adventures currently on sale on GamersGate:

Barrow Hill: a personal favorite, set in a remote corner of the Cornish countryside where everyone seems to have vanished. Very immersive. I don't know what the "other DRM" on the GG copy is, but it's probably an activation key of some kind.

Alpha Polaris: I have a soft spot for arctic horror, and found this game to be pretty decent. I even had to think a bit on a few of the puzzles. DRM-free.

In all the above posts no one has mentioned Jack Keane nor Jack Keane 2? Oh the humanity :p

the humiliation u mean :P