The Last of Us Remastered
While Naughty Dog’s 2013 PlayStation exclusive post-apocalyptic adventure game (that's a mouthful), The Last of Us wasn’t technically a horror game, it did an excellent job of showing the sorts of horrors that desperate people are capable of, and how those horrors can affect children like Ellie (one of the game’s two main protagonists).
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The Last of Us also has some genuine survival-horror sequences as well, such as when players have to sneak around an area to avoid drawing the attention of Clickers (mutated, unkillable foes who can instantly kill the player if caught).
Although The Last of Us lacks traditional horror elements like jump scares and ghosts, the spirit of what the game embodies could certainly be classified as horror, and Naughty Dog will likely continue to explore such elements in the upcoming sequel.