System Shock 2 is the PC's perennial 'Survival Horror' classic. If you've never played it, you absolutely must as it's easily one of the best games ever made (In my oh-so-humble opinion). Seriously, it puts most any other game to shame, and not just other horror games, but *all* other games regardless of genre. Plus it's got SHODAN who puts any other villain to shame and whom will burn a deep whole within the very fabric of your soul, she's that good.
Now that that's aside, another that hasn't been mentioned yet is Call of Cthulhu: Dark Corners of the Earth which although flawed has a couple brilliantly done scenes and sequences that make the experience worthwhile.
Cryostasis is supposed to be an excellent survival horror game, although with flawed gameplay, and that's a new game if you're the type that refuses to play anything over a year old. And STALKER, although not a strictly survival horror game, does indeed have a great horror vibe throughout which makes the experience a great one.
As another one of those 'not really survival horror but sharing many similar elements' games, you might also look up the Thief series as each one of the game has at least one horror level. Thief: Deadly Shadows hosting the famous 'Shalebridge Cradle' often quoted as the scariest single level ever put into a game.