Amnesia: The Dark Descent may be the best horror game i've ever played. It is from the creators of penumbra series, Frictional games. Many games are said to be horror games, yet you usually can kill anything that moves with guns and so on, but in Amnesia, you have NO weapons of any sort, if you don't count hiding in the shadows as one. This makes amnesia more of an horror game than, like, Dead space 2 is. I couldn't play Amnesia for more than two hours at tops in one gaming session. The constant fear of having to run and hide was taxing. The adrealine bursts you get from this game are amazing. So if you like horror games, you should play Amnesia: The Dark Descent. Get it, play it (preferably) alone in a pitch black room, and you won't be disappointed.
Here is a nice video review of the game (not mine):