Five Nights at Freddy's and it's trilogy - Despite it's confusing lore, the games are still fun to play with brilliant ideas put into them, memorable characters, the atmospheres, etc.

Bendy and the Ink Machine - Despite some of it's flaws, it's a cool game. The ink flowing through the abandoned studio, cool monsters, and the overall atmosphere reminds me of Epic Mickey at best.

Slender: The Eight Pages - Yet another classic horror game when it gained so much popularity. Yes, I played it, and I've tried to collect all 8 pages only to be killed by Slenderman, especially when my flashlight ran out of power after awhile (which is frustrating btw), but overall, it's fun to play.

SCP - Containment Breach - Interesting game, concept, monsters, and atmosphere. It's basically a facility containing entities that may harm you (Even the big bads like 173, 106, and uh... I guess 682), and entities that may not harm you. The player has to try and escape the facility that's experiencing a containment breach without dying, and find an ending. On an unrelated note, I'm surprised it's got a modding scene, even though there's not too much mods.

Shipwrecked 64 - It reminds me of those classic N64 games like Super Mario 64, and I love everything about it. I only played the old game and not the new one yet, but it's got interesting stories, adventures, mini games, secrets, and more (although I don't wanna try and spoil shit here). Should definitely play.

Amnesia: The Dark Descent - Haven't played this either, but it has a cool concept of the player being trapped in a haunted Prussian castle where they have to solve puzzles and avoid the monsters. Honorable mention, that Alexander painting that turns from normal to spooky.

Imscared- One of the best 4th wall breaking, pixel styled games. You have to try and solve puzzles and find secrets, which may be hard. There's that most scary character that's a floating white face chasing you, especially if you didn't notice him at first. Somehow manages to scare you.

Ao Oni - I've seen the game plays and all, it's one of the most coolest RPGMaker horror games. It's a group exploring an old mansion, and the player has to try and avoid the blue or purple monster that may pop out of nowhere qt any moment. It's also got more creatures that may or may not kill you. Honorable mention, one of Markiplier's gameplays when he greets viewers welcoming back to playing Ao Oni until he gets interrupted by the creature.