@SwampCreature The one with the dog... that's part of the Clocktower series, I think? Unless you're referring to Rule of Rose.
SIlent Hill 2 is legendary and for good reason. I got my start with that series with that one. It holds a dread ambiance like nothing else.
If you like Fatal Frame, have you tried the DreadOut series? They're somewhat similar as I understand. I like DreadOut, but it's not balanced as well as it could be with some of the bosses.
The most recent horror type game I've played is Withering Rooms. It's a survival title in a haunted mansion and while it has some Clock Tower elements, it's more of a focus on being a rogue-like style these days. It's not intensely scary or anything, but there's some good monster designs.
Honestly, I can't think of any pure horror titles that have clicked for me in a while. I couldn't get into Amnesia and while FNAF is good for jump scares and dread, I never liked the controls, so I would just watch YT'ers play it.
Come to think of it, the last really scary thing I played was the Silent Hill mod for Fallout 4. Coupled with a few other mods for fog and such, that was a genuinely nerve-wracking experience. Just trying to survive nights and having a real reason to be hyper-cautious in houses and streets (compared to the base game) truly brought out a terrifying style of gameplay.