I haven't seen Scratches mentioned yet, so, Scratches.
I honestly believe it has the strongest narrative of any horror game, asides from, maybe Silent Hill 2 (occasionally awkward dialogue aside). I simply don't want to spoil things, but, after you've played the game there are several ways to interpret what happened. That and, if you can look past dated visuals it has perhaps one of the most terrifying conclusions to a horror game I've witnessed.
Mind, if you don't enjoy adventure games give this one a pass. Even if you don't, look into this game, if the game piques your curiosity then download it right away, I believe it's rather cheap on Steam.
Also, if you wind up enjoying Scratches, give the Dark Fall games a look.