OneShot is a story puzzle game, with some horror, that’s imo the best 4th wall breaking game out there.

serial experiments lain for the PS1 is also a good one, and that is explicitly psychological horror. Just uhh, it’s barely a game and extremely janky, however, the story is absolutely amazing. you can play it online at laingame.net, just… be ready for some (intentional) jank and an extremely weird, non-linear story. also heavy content warnings for everything in DDLC and more.