Bloodborne
A case could be made that From Software’s legendary Dark Souls series contain elements of horror. Nevertheless, their 2015 PS4-exclusive title Bloodborne managed to crank the horror dial up to 11. First and foremost, Bloodborne is a title that incorporates the same core DNA of the Dark Souls games.
However, it also features an entirely new world comprised of perpetual darkness and H.P. Lovecraft-inspired nightmarish monsters. As with the Dark Souls games, players can use various weapons and combat tactics to overcome their enemies in Bloodborne. Unfortunately, those enemies often prove to be so grotesque and/or frightening that a player’s nerves often wind up playing as big a part in obtaining victory as their combat mastery. You'll be so disgusted and horrified, you'll lose focus on your training, and wind up recoiling at the Eldritch horrors.
For those willing to brave Bloodborne’s many scares, a grim and majestic world awaits you. Furthermore, this world easily stands out as one of the most immersive and engrossing forms of gothic horror fiction to date (at least as far as video games are concerned). I absolutely love Bloodborne, which is why I think it's one of many PS4 games that need a sequel.