Try "The House". It it pretty neat. I played it's part 2 as well. I guess the sound is a huge factor.
In response to Martys1103
There are some RPGMaker games that give a very spooky vibe. Try playing Ravenwood Horror.

Another good tactic is to make it so you know that one mistake and you're dead. Dead Space did a VERY good job at this, where I found the most scary part of the game is that if you don't pay attention, you can die with ease. People don't like dying in games.

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