Would Parasite Eve 2 count? It is part RPG but some of the sequences are kinda horrific. Even some enemy encounters were somewhat frightening as well.
I've also played the likes of Resident Evil 2 and Onimusha: Warlords, I wouldn't really say Onimusha was horror though. I played parts of Resident Evil 3 and I found that much scarier than the second one.
Sometimes I wonder why I would play a game like Resident Evil, but sometimes the feeling is it keeps you on your toes alert, wanting to survive against the odds. I have yet to play a Silent Hill game. Clock Tower looks interesting as well even though it is not well recieved.
How ya doing, buddy?