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In terms of horror I have a pretty big theory. Basically i think there’s like 3 main types (ordered from least to most interesting to me)::
1)  monsters (Resident Evil comes to mind )
2) supernatural/unknown (Fatal Frame 3 or 2 are prime examples)
3) psychological/guilt/human horrors (play Silent hill games. Everybody loves the 2nd in the series, i liked the 4th)

There’s of course a 4th type of horror for many but i don’t find them scary at all. Eg. a lot of games have “horror” elements in the sense of some monsters you encounter (not scary though if you’ve got a rocket launcher that can blast 5 of them) and others have a certain art style and many call horror, but again i wouldn’t call them that. So you could go with

5) pretty much every game in which an enemy is some kind of creature

E.g. there’s a ton of shooters out there which pull out “scary” creatures…. without really being frightening

6) the “horror” style, gothic elements…

now i don’t think 5 & 6 are horror games per se, i think they’re more like atmosphere or tool set elements that can be sprinkled onto any other genre. As a type of style i tend to love 6, without finding it at all scary. For example the two Vampire the Masquerade games might be classified by many as horror though i never found them frightening, it was just exploring a more dark type universe. Similarly it is in many games a sort of art style, like say you pull in some cathedrals, ruins, some zombies for the setting… this I don’t think makes the game a horror but is rather like a certain art direction (by art meaning not just 2d or 3d but even music & story). Take for example many settings in Fallout 3, Bioshock or even some scenes in Oblivion: they’re like slices of the game, and the game doesn’t change THAT radically, yet for the section when you’re experiencing that it pulls quite a lot of elements from so called “horror” literature & visuals.

PS: a quick note: while Vampire the Masquerade: Bloodlines remains one of my favorite games of all time, and I still wouldn’t call it horror despite the dark vampire modern universe, there’s the visit to the haunted hotel which is one of most sublime experiences in eerie/supernatural/scary, but that is exactly because most of the game you’re not scared, you’re playing this otherwise quite powerful vampiric character of your own devising, yet in this section, exactly because you’re so used to reacting it feels particularly strange.

Types of Horror, 5.0 out of 5 based on 2 ratings