Sounds like you guys have nailed most of the standard horror games, but I would add other games that just have horror elements in them, too. I'm thinking of the Ravenholm section of Half-Life 2.  Stuff like that.

Thief: The Dark Project was great because it used sound in a way most games didn't.  Listening to ghosts dragging chains and crying or pagans mumbling creepy poetry while you sneak around was pretty freaking scary.  Unfortunately, the graphics of the game are a little dated by now.

I would also say the Demon's Souls games are fairly scary.  Instead of jump scares or tank controls, the fact that you are in better control of your life and death makes you more wary and cautious then your standard survival horror game. I'm guessing you know about these already.

I think Doom 3 deserves some mention as well because it's version of Hell was pretty intense.  The guys at Id software have to be some pretty sick puppies.