Alone in the Dark

Fatal Frame does look pretty good from what I've seen of it, but otherwise, I don't really know. I think there's a few obscure horror games for the PS2, if you want to check that out.

Then again, I think there's a game called Obscure for PS2, and iirc it's an horror game. It was recommended to me a while back, but I never even looked into it.

Also, you may want to maybe think about looking into Haunting Grounds. From what I've played of it, it's an ok horror game, although not the most terrifying. But then again, you named Doom 3 and Resident Evil(they don't all seem too terrifying to me) as horror games, so..

And for last, I think I remember a game on PSX that was a mix of horror and RPG. Galerians, iirc. I think it has a sequel too. You could look into that, but I can't promise anything, I never played it.
As a kid I also though Parasite Eve was pretty terrifying.... but eh... not so much anymore.

The choice is up to you, chief.



EDIT: Holy crap, how could I miss this? Clock Tower for SNES and the REAL second Clock Tower for PSX. I can't recall what the real second game is called, but you have to be careful because there's some subpar Clock Tower game that came out for PSX aswell, but I think the lame one is just called Clock Tower because the SNES one never came out outside of Japan. There's also one for PS2, but I don't know if it's any good.

And don't brush the first Clock Tower off as a horror game because it's a SNES game. It's very, very good.

I don't know, Undying?