Shores of Hazeron. I had no idea that it could be a horror game.
Except that at night...it's pitch-goddamn-black. And sometimes the only time you know there's anything there is that you're building along and suddenly the labor window says "STOP! Wild animal present!" And you look around and you can't see anything. Nothing. Because your colony doesn't have its power plant up. In fact, I was at that very moment trying to get a road out to the new hydro plant site, so that just increases the survival-horror aspect right there.
So I flail around a little...back off...it seems like the critter is wandering in and out of the tile so I say okay, well, I'll just go stab it...if I can find it. And I whip out my torch.
First thing I notice is this flying thing divebombing my face, and those are SCARY. (Not least because those critters often kill you dead.) I react a lot like someone who had a bat fly into their face. Then I turn and...there's this humanoid with shiny skin. Just standing there. Staring. Staring at me, not moving, shining in the torchlight. Oh dear god I scrambled the hell out of there because that was way scarier than anything else.
So later on that night, the site seems to be clear, so I fetch the resources and...oh, my last wrench broke, better go hit up the machine shop and start making new ones. On the way back I hear something that doesn't quite sound right. So I turn on the light and there's this creepy beetle thing which is kind of scary, yeah, and I figure okay it's time to book it out of here. And then it falls over in a spray of blood, and this twenty foot tall monster with eight fucking eyes WHIPS its neck down to chomp on it, then it turns and looks right at me. OH FUCK OH FUCK RECALL OH FUCK
...I didn't make it in time.
EDIT: Oh, and apparently it ripped my environment suit helmet off, too. If aliens shredding through a space marine's helmet in a potentially-lethal environment aren't a horror trope, I don't know what is.