Some of the scariest games are those where you have no weapons, and have to survive by your wits against whatever creepy creature of darkness is trying to do you in. Now personally I can't play any game with horror elements as it affects me too greatly, but for those that enjoy a good spook, The Woods is released on December 7th. Have a look at the trailer.
Unfortunetely those with an older iPhone than the iPhone 4 are out of luck, but as a horror experience, it looks plenty atmospheric, and should be a blast... if you like that sort of thing.