Amnesia: The Dark Descent

Horror game where you explore a castle and solve puzzles. The only defense against the the monsters is to hide in a dark corner. The down side of this is that your sanity drains by being in the dark so you can not sneak around all the time. Looking at monsters also drive you crazy. This game is almost to scary to play.

SOMA

Great psychological horror game that takes place in a science fiction setting. Play it now :).