Action and horror cannot properly go hand-in-hand and people fail to realize this. Amnesia: The Dark Descent was a step in the right direction when it came to horror games because it showed that being unable to defend yourself is infinitely more scary than jump scares or grotesque monsters. Amnesia scared me. The Penumbra games scared me. Dead Space did not. Resident Evil did not. Silent Hill did not.
Funny that the topic of horror games should come up because yesterday I started playing that foursome of horror games with cute female protagonists - Yume Nikki, Mad Father, Ib, and The Witch's House. Yume Nikki gave me some weird dreams, Mad Father made me jump a few times, and I have yet to play the other two. They're so simple, and yet there are aspects to them that scare me more than a more violent game ever will.