Vampire: The Masquerade - Bloodlines isn't a horror game as such, even though it's about vampires, but dat Ocean House Hotel <3
Yeah, it was creepy at first, but then i remembered that i'm a playing vampire, and said "screw you" to the... scary thing, without spoiling anything

But that mansion, and the sewers in Hollywood...

Homeworld: Cataclysm. Honestly the only time I've been terrified by an RTS.
Yes, the Beast, a lifeform from hyperspace (though in Homeworld universe hyperspace doesn't exist. Ships just open a temporary passageway with the Hyperspace Core

). Quite creepy concept behind it. In Skirmish and multiplayer you could play with the Beast, it's research method and UI was quite interesting.