Silent Hill
A long-running series of Playstation survival horror games. Pretty much a rival to the Resident Evil series, Silent Hill has a reputation for focusing on creepy backgrounds, "fearful mystery" (you never know too much about what the FUCK is going on, hence, scares, since you can't put anything into proper context) and introspection over RE's focus on creepy monsters, gore and jump scares. In fact, Silent Hill differs from Resident Evil in that it focuses heavily on evasion rather than combat. Indeed, one game even makes fighting too much a cause for you to get the bad ending. Combat is still mandatory at some points, but routinely difficult and clumsy, making running much better.
Yeah, this is vidya stuff, but this series is da shit if you want to run a horror campaign. D20 Modern, Dungeons & Dragons, World of Darkness... hell, even Ravenloft DMs could pick up a few interesting tips for designing creepy locales, stories, mood setting motifs... Even the creatures from this game could be lifted and re-used to great effect.
Silent Hill 1
Harry Mason, a widowed author, is at his wits end. His adopted daughter, Cheryl, has been having recurring nightmares about a town named Silent Hill. Driven to desperation, he finally decides to drive her there and see if they can find the cause behind her nightmares. A mysterious figure causes his car to crash, and when he regains consciousness, his little girl is missing. Determined to find her, he sets off to explore the town, wandering through eerie, fog-shrouded streets and evading twisted monsters. And all the while, he becomes deeper and deeper involved in a mysterious cult that lurks behind everything...
Silent Hill 2
James Sunderlund receives a letter from his wife Mary, begging him to come to Silent Hill, the town where they met and married. Naturally, James immediately follows to investigate what's happening and how he got such a letter. After all, Mary has been dead for four years...
Silent Hill 3
Heather Mason thought that she was done with Silent Hill, and the mad cult that lurks within. But when her dad, Harry Mason, is spirited away, she cannot leave him in their clutches and she returns to confront the darkness within the fog-shrouded town.
Silent Hill 4: The Room
Harry Townshend thought that Room 302 of the South Ashfield Heights apartment complex was a nice enough place to live. Until the day he woke up and he was trapped inside, unable to make contact with the outside world in any way, shape or form. And then a hole in the wall opened up, leading him to twisted, nightmarish versions of places throughout his hometown of Silent Hill. See, turns out Harry's room used to belong to a serial killing occultist and lunatic. And he wants his room back...