Most of these I'd never even heard of; great stuff, keep 'em coming!
For moi, Project Zero 2 Wii Edition comes to mind; a re-imagining of a PS2 era J-Horror title that arriving very late in the Wii's life, was never released in North America, and only sold like 10,000 copies lifetime in PAL Land.
It's a superb slow-burn of atmospheric horror, with a wonderfully moody sense of creeping dread and the same ingenius "touch" mechanic as the infamous Japan-only Fatal Frame 4, where you have to hold A to slowly reach out to an item or a doornob or look under a bed, testing your nerve as you have to be ready to let go in an instant if something attacks you. Fantastic stuff, highly recommend it if you enjoy the PS2 era of horror games like Silent Hill 2/3.
