There is also Parasite Eve which SolidZach mentioned, those games are quite good, Clock Tower, Alone in the Dark, Eternal Darkness (which I haven't played but is supposed to be very good), Dino Crisis, House of the Dead is a fun shooter and another which I haven't played but looks great is Call of the Cthulu: Dark Corners of the Earth which is based on the works of H.P. Lovecraft.
Some more lesser known/crappy games include Siren, The Suffering, Haunting Ground (which looks kind of good), Cold Fear, Nightmare Creatures etc. There's a game called Splatter House that has a sort cult status because of the over-the-top story and violence.
Um, as rpgs go there is the Shin Megami Tensai series that look really rad but have eluded me since their release. There are three ps2 installments and a number of them on other consoles as well. There is another horror rpg but I can't think of the title right now. In it you would swap bodies and get new attributes and stuff, but whatever. And that's about all I know.
__________________
|