HALLOWEEN GAMES:
Sticking strictly to Steam for this talk. I will also mention there's definitely a Halloween sale coming up, so while I'll link to the games, if you don't own one I suggest waiting a bit to see if it goes on sale soon.
THERE'S BEEN A SHIT TON OF UNDERLOOKED HORROR GAMES THE LAST COUPLE YEARS. Like, seriously, I can't seem to convince many, but there are some fantastic horror games that have been severely overlooked. I'll limit my talks to games from the last two years, and point out some I would definitely recommend.
HERE WE GO...
Alien: Isolation
The hide'n'seek game with an intelligent Xenomorph enemy. Has some combat and maybe goes on for a bit longer than it needs to, but has some tense cat-and-mouse gameplay set in the detailed-lore world of Alien, and make the sort of horror game in that universe fans of wanted, mixed with some fun twists on similar hide'n'seek horror games, most of all being the Xenomorph being an interesting enemy itself.
Sunless Sea
Set sail to the deep, a Lovecraftian game about you as captain with a crew at sea, a rogue-like where you must manage your crew and explore, and what happens is up to you. Unearth otherworldly horrors, go mad and eat your crew, explore uncharted waters and fish for supplies, and much more. Also has quite a good story to it.