SOMA might be the only game I've played that I almost regret going through. I can't get it out of my head, and it always creeps me out at least a little when I think about it.
Ooh, I loved Grim Fandango as a kid, but my disk kept breaking around the end of the game. I'll have to go replay it, it has probably been long enough to forget most of the puzzle solutions. I recently replayed Day of the Tentacle and loved it. :)
I do love the audio and visuals and vibe and just overall everything of HeXen a lot. It's not as pick-up-and-play-able as the Doom, but it's a great suggestion. Been a while since I did a replay, too...
Still Wakes The Deep was a fun Lovecraftian horror from this year. Unique setting on a North Sea oil rig with an authentic Scottish cast. Also didn't overstay its welcome at roughly 4 hours length; I believe it's on GamePass.
I really liked Clive Barker's Undying and replayed it a couple times. Great atmosphere, though I'm not sure how well it would hold up today. Early 3D stuff.
Honestly, games like Undying are exactly the games that need a remaster to fulfill the vision that was clearly there in the original. The first 2/3 are still a marvelous horror game, but the end is so unfulfilling.
I played a bit of Hellblade: Senua's Sacrifice last night for Halloween, and it definitely has that spooky Halloween vibe. Definitely check it out if you get a chance.
I'm not going to say it's my favorite Halloween game (that goes to either Grim Fandango or Costume Quest), but it has been a worthwhile experience so far.
I don't know about Halloween as such, but ghost-themed, I guess Ghost Master. Twenty years old now, but try to make use of various ghosts with different abilities to drive people out of various buildings and houses.