The first is Brink of Conciousness: Dorian Gray Syndrome. You play as Sam Wilde (which I found a bit uncreative, but admittedly most of the people who play this game will probably have never heard of The Picture of Dorian Gray, let alone be familiar with Oscar Wilde). A popular journalist, Sam has just caught public attention with his article about a recent serial killer in which he makes speculations about the killer's mindset. This turns out to be a bad idea, as the killer happens to read the paper and take offence at Sam's attempts to profile him. So, sticking with the classics, he kidnaps Sam's girlfriend and leads Sam on a hunt through an old house-- the killer's.
This serial killer likes to make "art" out of his victims, treating them almost like dolls (Muraki Kazutaka would be proud). As you explore the old house, you stumble across each of his installations and learn what each one did to piss off our charming psychopath. This back story is not terribly unique, but the game more than makes up for it in visuals and genuinely creepy moments.
See the speaker above the door at the end of the hall? These things are everywhere, and the killer uses them to communicate. For the most part, he muses about the latest victim you found or taunts Sam. But some time into the game, he puts on a little "radio drama" that makes him seem more like The Joker than your average Hollywood serial-killer.
This game was very cool, and definitely worth playing. And be sure to try the extra chapter that unlocks after you finish the main game! You get to explore an abandoned theme park, and it comes to a rather shocking end...
The next game, Phantasmat, is more of a classic spooky story. It has a broken-down, waterlogged feeling to it, and a bit of a ghost-story vibe. (Off-topic: I spent the whole game thinking that The Girl reminded me an awful lot of Candy Quackenbush from Abarat)
You're driving alone when some ghostly interference causes you to crash. After a trek through the woods you find an old hotel that, while it looks abandoned, has three rather strange occupants. The Girl (none of the characters are named) begs you to unravel the mysteries of the town.
It turns out the hotel itself is the only part of the town that's left-- the rest is completely flooded. The Hotel Owner and the Old Lady don't seem bothered much by this, adding to The Girl's suspicion. You need to figure out not only the town's past, but the pasts of these characters as well.
Ah, Sacra Terra: the one that really got me obsessed with creepy hidden-object games. Before this, I had only played a handful of ordinary or fantasy hidden-object games. After this, I went hunting and got every creepy one I could afford.
You wake up in an abandoned hospital room strapped to a gurney. Once a mysterious force frees you, you start to explore the compound. As the mysterious force -a winged girl named Angel (again with the face-palm inducing names!)- guides you, you learn about this creepy and beautiful place and the cult that lived here. You also learn that it's not just the two of you.
Said cult seems to have unleashed the demons of the Seven Deadly Sins, which you need to defeat. True, some of the methods are rather obscure, but it's an adventure game at heart: moon logic is to be expected, and there is absolutely no shame in having a walkthrough on hand.
The ending is not only cool, but downright epic. And there's an unlockable chapter that takes place before the main game that's also very cool.
Finally, we have Shiver:Vanishing Hitchhiker. Of all the games on this list, this is by far the creepiest, and the only one that is downright scary at times. This goes beyond "spooky and atmospheric" and right into "creeping around a Silent-Hill-esq town with a flashlight, feeling like something's going to pop out at you at any moment but it never does" territory.
It begins with that classic ghost story: a mysterious hitchhiker vanishes, leaving something in your car, and you go to return it. What you find is an abandoned town, and no sign of where the girl went. As you explore, you discover that there's far more wrong with this town than meets the eye.
Although you can't tell from the pictures, the scenes are photo-realistic. The sounds in the background really set me on edge, and the soft background music would sometimes crescendo in a way that had me expecting jump-scares that never came. Sometimes you're left with only your flashlight to go by, which also left me expecting something to change creepily or something horrible hiding in the shadows. Another interesting mechanic is being able to take a photo of a scene and see something that's not actually there. This acts as clues to what you need to do, but sometimes the photos are very, very creepy.
Whether or not you're a fan of hidden-object/adventure games, this is well worth a playthrough if you enjoy creepy and atmospheric games.
These four are my favorites, but there are many, many more hidden-object games that are well worth the money (generally $6-10, but the sites that sell them have sales all the time so they can go as low as $1). And with a definite lack of mainstream horror games that are more than just gory first-person-shooters, these indie games are worth their weight in gold.
And one last tip: Anything by Alawar Games (they made Sacra Terra, for instance) is worth a try. (Well, their hidden-object games at least. Their puzzles and sim games look a little stupid to me)