If you can get your hands on the PS2 Fatal Frame games, those are pretty great.*Four and Five on the Wii/U aren't very good, but the old ones will freak you out if*you like Japanese horror movies. Lots of creepy ghosts, jump scares, and a fun mechanic where you have to use your camera to kill the ghosts.
I haven't played it, but everyone says Amnesia is a scary game.*Its like outlast in that you cant defend yourself, and you go crazy whenever you see a monster so hiding is more difficult.*The game created a subgenre of horror games,*outlast included.
You can play the PT game over and over. Its relatively short and the actual game will never be released, but its pretty freaky.