Well, i like horror games so lately, i was waiting for : The MISSING J.J. Macfield Island of Memories.
Tried the game, I don't know if one can consider it as horror or not. But what I can say for the least is that the game is "heavy".
Have you played Limbo or Inside ? Well, The Missing could somehow look like of these.
In The Missing, you have to hurt, to maim, to severe yourself so that you could progress within the game. Of course no blood shown, But then you can see your character walk one one leg, or crawl when no more legs or walk with a broken spine. Sometimes you have to tear your arm off so as to throw it on something.
At 1st, it's fun. Really, but it quickly becomes heavy. I won't say it stops being fun... but then with levels you become self aware of what you're doing. And you don't want to hurt yourself anymore.
Some people will really hate that game I guess, and yet i think it is worth trying :)