Try Soma, fantastic horror game of last year. Oh and Amnesia if you have the guts.
I actually think that we are witnessing a resurgence of horror games, with P.T., Alien: isolation, The Evil Within, Outlast (a sequel is coming), Soma, and tons of other smaller horror games (Anna, Layers of Fear, Lone Survivor).
Tons of horror games!

I personally think they're making a comeback. Have you played SOMA, Outlast, Alien Isolation, Until Dawn or Layers of Fear? RES is also said to be returning to it's roots.

Evil within was kinda ok.... but it suffered from somwthing that became prevailent after RE4. it became more of shooter. Run, turn and shoot. Run turn and shoot. Just becoming a headshot spamming point and shoot game. 

Resident Evil went action (not that RE4 wasn't awesome), Silent Hill got assigned to worse and worse teams with lower budgets, both lost their way. Just like that the two frontrunners of the genre faded. Then Steam Greenlight diluted the genre into a joke with every hack and scam artist with a computer making 'horror' games to try and pull a fast one. The YouTube community didn't help with their love of Slender and FNAF spawning legions of knockoffs. Fatal Frame was never particularly successful but a few new IP's listed above stand apart, thankfully. Then the best hope for the genre in a long time in Silent Hills gets canned when Konami fucks with their last gaming pillar Kojima...

If Konami fucks off, Capcom straightens out, and Valve gets rid of/heavily reforms Greenlight, maybe the genre can mend itself. Big ifs, though. Until then, we'll have to make due with slim pickings.

Ok. Gonna try this SOMA eveeyone keeps mentioning. Didnt play Until dawn, though I've heard good things about it. 

Silent Hills could have been the start of something incredible! PT alone inspired some devs and made an impact. Fuck Konami

Outlast is scary and you don't ever kill anything. Ever played that game?

I'm planning on getting SOMA at some point and I would have bought Until Dawn but ended up watching several playthroughs on Youtube, which I regretted. I didn't enjoy Alien Isolation because it was too damned hard and gives you heart attacks, but you really MUST play Outlast.

What happened? it became westernized, your own list of games you are missing shows that all of them are from japanese devolopers.

For this gen: PT was the scarriest thing i have ever played. Fatal Frame 5 is a wii u exclusive which is pretty good imo, it doesnt deserve the score Metacritic gave it, if soma and stuff gets a 9 this game is a 10. The Evil Within had also its moments when you had certain monsters which could kill you with one hit, the DLC plays also completley different.

We will also get the Siren Bloodcurse remaster on PS4, this is a game you should play if you havent

Well we've had Fatal frame, zombiu, Evil within and outlook to name a few so far.....