What are some good scary games?

[Zantos]

Lone Survivor is great, many call it a "2D Silent Hill", which isn't way off. It's on Steam.

I got scared in Lone Survivor so much that I didn't want to play it any more. I told my friends it was because I didn't get along with the graphics.

I don't think I can really say much more than just agree with the others posted. Especially Slender. A fun thing you can do is make a big paper cutout of old Slendy, and when he's playing it stick it somewhere that your friend won't see right away but just catch in the corner of his eye.

 

[Norrdicus]

For a game that's not specifically a horror game, but dishes out quite a few excellent scares: STALKER: Shadow of Chernobyl

Stuff like Amnesia might be better at inducing tension and paranoia, but Shadow of Chernobyl is the one game that has made me freeze up from fear the most

 

[Tanis]

Fatal Frame 2

Fantastic game where you're only 'armed' with a CAMERA.
XD

 

[The Undoer]

Depending on what type of horror gets to you, you may find the HL2 mod "Korsakovia" scary.