The Witch's House is probably my favorite RPG maker game, if you get the chance to play it! Mad Father is also quite good. I really haven't enjoyed much horror outside of RPG maker games lately (I'm too picky,) but if you haven't gotten the chance to check it out yet, Corpse Party for the PSP is also quite good, as is Amnesia which I believe is a PC game. Finally, the Mononoke anime is one that everyone should watch, if you haven't seen that yet!