[Beretta55]

I'm not sure if you have a PSP or not but if you don't Silent Hill: Origins was ported to the PS2 and released yesterday and it's about thirty dollars. So if you never played it on the PSP now's the time to play it.

Fatal Frame is another good suggestion and I highly agree with Hylas, start from the beginning, since 3 adds a lot of elements from the other two games in storyline. I'll never have the option though since I can't find the first Fatal Frame anywhere.

I also suggest Cold Fear; it's a fun little horror game from the makers of Alone in the Dark: New Nightmare. (You can also get this on PS2 too, but only if you live in Europe.) And it plays like RE4 with the aiming system; I really enjoyed the game myself.

Extermination is pretty fun too, it's a very early PS2 game and it shows in graphics and presentation but its pretty fun.

The Resident Evil Outbreak games are also pretty fun but you've probably played them. I also suggest Obscure and it's sequel later this month Obscure: The Aftermath (If you live in Europe, the sequel is already out.) and it plays a lot like classic Resident Evil but feels more refined and not as sluggish. It also gives you the ability to play the game co-op with a friend, if you don't have anybody to play it with you still get to go around with an AI controlled partner, the game is one of my favorite horror games of all time and is a really good time.

Clock Tower 3 and Haunting Ground are also other horror games but they really aren't like RE or SH. It's more of a hide from your enemies and try to outsmart them and doesn't give you any weapons. The enemies you confront are not actually just lower-level enemies, more like boss type characters that chase you around like deranged serial killers.

There's more I'm forgetting, but if you want me to dig up more horror games I'd be happy too. Happy hunting.

Edit: If you have an Xbox 360 I also highly suggest Condemned: Criminal Origins. It's not really like Resident Evil or Silent Hill but it is one of the most scary horror games I've ever played and besides RE2 and SH2 is one of my favorite horror games. Condemned 2: Bloodshot also comes out this month for 360 and PS3, if you have the ability to play these games, I highly recommend it.