I don't know if BioShock counts? It's not exactly a horror game. The beginning of the game is unsettling, and there're a couple of jumpscares. But for the most part it's not a horror game. That's until you drop by Fort Frolic, which is to BioShock what Ravenholm is to Half-Life 2. And now that I'm thinking of "that one scary place in otherwise non-scary games", there's the mansion bit in TimeSplitters: Future Perfect, which was pretty scary (especially the fight against the reindeer-head man). And of course the regenerators from Resident Evil 4 (which despite being technically a "horror game", doesn't have any horror going but those guys). I mean, you're near the end, zombies are rushing and shooting, the stupidity of the plot has solidified and you've already unlocked and upgraded every weapon in the game. Very few horror games keep up the tension during the home stretch. But these fuckers come by, and I swear they're scary no matter how many times you play the damn game.