What horror games are you playing, or enjoyed playing?
Right now I'm playing through the corpse party series. I think Japan does pretty well with the "you're fucked" ghost stories. Pretty much that there is no real happy ending and death is almost always inevitable. In corpse party you can find the bodies of past students from other schools who also did the ritual, and notes of their final thoughts. Some of the more creepy and sometimes funny parts of the games are the unexpected optional moments. One part you can find a letter written by someone who had died in the classroom saying not to read the newspaper, you can ignore the letter or even miss it and not find it till after the fact. Either way if you read the newspaper it ends with a message saying you will never leave the room. However after being stuck in the room for a while you can leave. It would have been better had that led to a bad end or even made you reload from a prior save. One of the funny options came from reading a paper that talked about the students being killed with scissors. The character you are playing as misses the point and criticizes the kids for running with scissors.