Would the Dead Space series count?
I know, I know, people still have this misconception of it being "survival horror", but really it is an action-thriller at best with horror elements.
Anyways, the creepiest parts of those games (at least for me) have never been the necromorphs or the jump-scares, but just stopping and looking around in some of the areas. Reading the desperate messages scribbled on the walls, hearing the audio-messages, seeing the blood-stains in cradles and children's bedrooms and just generally knowing that wherever you go, horrible things happened to perfectly ordinary people there. It's not exactly scary in the strictest definition of the word, but it is really oppressive and solemn in a game that is otherwise all about the overblown jump-scares and finding increasingly elaborate ways to dismember your enemies.
For the same reason, I also name every Vault in Fallout 3 and NV. They are not that creepy by themselves, but once you piece together how the society inside collapsed (and in many cases was intentionally screwed over by Vault-Tec) they still become haunting and depressing.