I can recommend
Resident Evil 7: Biohazard. Even though I am a big wuss not being able to complete it yet, I can promise you it is very, VERY scary. I also tried a little slice of the demo for
The Mortuary Assistant and that one seems to be even scarier to the point of me not managing to get further than looking around and then trying not to look around because nasty things seem to appear in all the corners, windows, you name it! There is also
Visage and this has one of the sickest intros I have ever seen, can't even explain it here. It's also one of those scary games I tried out, but failed to do much in, so yeah, probably gonna scare you just a tad.
There is also the creepy
Manhunt game. Extremely violent, scary at times, and packed full of delicious gore. That one I did manage to finish, but I did feel a bit nauseous after, kind of like you do after watching a very gory movie. Oh, that reminds me of another one: This is one of my favorites and is an interactive adventure game with gore. It is called
Phantasmagoria and also not for the faint of heart, but man, it soooo good and perfect for Halloween.