This series is genuinely freaky. You roam through buildings fighting ghosts with a camera. Sounds pretty cheezy right? Well it's not. This series is among the scariest of all time. This series hasn't receieved much push in the U.S., but it has quite the cult following. The environment, the ghosts-everything in these games is creepy. I don't play these games alone in the dark, and I have several friends that will only watch it, flat out refusing to play it at all.
If you're looking for an emotionally taxing game that will have you checking the closet and under the bed, this is it.
http://en.wikipedia.org/wiki/Fatal_Frame