I thought Slender was pretty scary. Not gonna lie. I've downloaded all the extra stuff, too.
but really,
Speaking of horror....
Dream of the Blood Moon is kinda like Slender, but even MORE scary. Windows-only, but that didn't stop me!
The premise is kinda weird, and the game explains it pretty well, but essentially it's a more difficult version of Slenderman with Slenderwoman instead, and there are only 6 "pages", which are tears, but they're much more difficult to get.
Spoiler Protip here:
Another spoiler, this tells you what happens if you get caught.
Also I like Amnesia and Silent Hill.
Tons scarier than the other games mentioned, but I get scared easily. I couldn't sleep after watching Paranormal Activity. I watched all 4 though, and in 4 I watched in-theaters and they gave me special headphones (for my hearing aids). I love being different sometimes