The FEAR Complete Pack, worth it just for FEAR 1 and its expansions
Includes 6 items: F.E.A.R., F.E.A.R. 2: Project Origin, F.E.A.R. 2: Reborn (DLC), F.E.A.R. 3, F.E.A.R.: Extraction Point , F.E.A.R.: Perseus Mandate ...
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Doom 3: BFG Edition, comes with the original that I prefer over the remaster because of the weird changes the latter makes, such as an overabundance of ammo and the chest-mounted flashlight. I know some Doom fans don't like this one, but 3 has a special place in my heart.
Blood, another Monolith title as well as their humble beginnings. Also one of the best boomshoots ever made, period.
Barotrauma, very fun coop experience
Cultic, inspired by Blood and just as dope.
DUSK, another one of the best boomshoots out there
Killing Floors 1 and 2, COD Zombies cranked up to 11. If 3 flops, at least these two still exist
The STALKER trilogy, although jank, still very much worth experiencing
Includes 3 items: S.T.A.L.K.E.R.: Call of Pripyat, S.T.A.L.K.E.R.: Clear Sky, S.T.A.L.K.E.R.: Shadow of Chernobyl...
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The System Shocks, although not strictly horror, they're excellent isolation horror titles. Remake in particular is Nightdive's magnum opus.