Silent Hill 2... There is no better Horror Game :D

Dead Space is amazing, one of the best horror games out there

For horror, less can be more. That is why I recommend The Last Door: Collector's Edition.

Horror should not be explicit. It should be felt. The game must fuel your imagination to perceive horrors of your own creation.

The Last Door succeeds in this through its pixel art. The large size of the pixels prevent details from being shown, leaving it to one's mind to fill in the details. The atmosphere of the game is experienced as if you were there, rather than passively viewing it like film. This is the key to make horror menacing.

STASIS is one of the most bone-chilling adventure games I've played and I wholeheartedly recommend it to fans of sci-fi/horror games. The atmosphere is terrific, the setting is great and the puzzles are on the easy side which helps with the pacing.

That said, even if it is an isometric point & click adventure game, it certainly isn't for the faint-hearted and there are quite a few shocking instances to be expected. I won't deny the fact that, due to some specific event near the end of the game, I really had to stop playing for a while since the whole thing escalated from being scary to downright disturbing; I don't even think I'll replay the game again, though this doesn't detract from the whole experience and I still regard the game as a masterpiece of sci-fi horror.

Nothing is more terrifying than real life. In The Town of Light, the player is told (and shown) some of the horrors that took place in mental hospitals back in the 1940s. A disturbing and deppresing experience like no other.

It's unfortunately not on GOG and not even classified as a horror game...

...but I just want to recommend Subnautica - as it can be indeed very, very scary for some (and absolutely riveting at the same time)

I'm playing Resident Evil 7 right now and it's pretty good.

The game is called 'Kabus 22' released in 2006. Not in GOG unfortunately but a great resemblance with the original Resident Evil atmosphere and vibe....
Would be great it this game can be added at GOG to be able to play it.

Sunless Sea... so weird and well-written and lovecraftian.

Silent Hill 2, one of my favorites that I hope to see released here one day.

Silent Hill 2, what a trip!

I think I would wanna recommend some less commonly heard of but great horror games:

Cold Fear: Kind of resident evil but with a nautical theme.

The Thing: Old Ps2 game but very dynamic for its time, with a shape changing villain.

Haunting Grounds: Another PS2 gem, as a young woman trapped in a castle full of insane people and being stalked by a madman, whose dog is her only companion and defense.

Thief. Not a horror game per se, but some of the levels terrified me more than any other game.

I would certainly say Alien: Isolation was the game that genuinely scared me the most as well as just being extremely heart attack inducing. Thank you for the opportunity!!

I recommend Forest.