The Last Half of Darkness is a well-done, basic haunted house game. The online version is really a demo for the larger game, but it's quite playable and enjoyable on its own.
Exmortis is a very scary game. They suggest playing with lights down and sound up, which I would recommend for a great experience, as long as you have a stern constitution. It's another of those stories where you wake up in the woods and take shelter in a nearby house, where scary stuff starts happening. You see ghosts, discover mutilated bodies, and stumble on arcane secrets. There's a great plot twist at the end, and the game has multiple endings.
Walkthrough at Nordinho forums.
La piedra de Anamara (The Stone of Anamara) is yet another haunted house game. Nice graphics, very slick, with an interesting plot. The atmosphere is suitably bleak and eerie with some really startling moments. The game has several different fullscreen sizes, and is available in English, Spanish, and Italian.
Walkthrough at the Gamershood forum.
Found Lost is decent haunted house game, though less scary than the others. The less realistic graphics detract a bit from the atmosphere. The game is quite short, with only one real puzzle, and a somewhat perplexing ending. The painting at the end is a real painting with an interesting story, though. Find out more about it here.
Get help with the puzzle at the Nordinho thread.
I generally avoid movie tie-ins, but Do You Have a Grudge?, a plug for The Grudge, is notable as mostly just a well-crafted freakout, with some little puzzles along the way. Play this just to be spooked. It's like a thrill ride.
I don't know what's next. Next feature to be decided.