Silent Hill, and Silent Hill 2 in particular, are truly one of the best horror games ever made.
Silent Hill 2 is great even if you don't understand what is going on and once you understand what the game is about, why the monsters are designed the way they are, why buildings/rooms are presented the way they are, why you always seem to go down somewhere .. ever deeper .. it becomes one of those very rare gaming masterpieces that are way ahead of their time and sadly 98% of people that play this game never truly understand it.
(SH3 is great too. Currently replaying it. Not quite as great as SH2 though)