Doom 3 - Still good as action and Horror
Bioshock - may not be strong as Horror, but its very good.
Dead Space - good for a go, but the horror really relies too much on jump scares
N64 and PSX Doom - those games have the scariest atmosphere, its quite different than the others..
Siren Blood curse - pretty good for a ps3 title
F.e.a.r and STALKER are said to be good too, never played those (yet)
Amnesia Dark Descent wasn't my cup of tea, didn't build up a good atmosphere for me...