Horror is a fascinating genre. From books to movies, people have always delved into that which has scared or unnerved them. It should come as no surprise, then, that so many people have sought out role playing games that do the same thing. The horror genre has been a huge part of the role playing community since near the beginning, with several different games providing players with their weekly doses of terror. Below are a handful of the most important games in the genre, each of which has provided players with a new way to experience terror through the safety of a game. https://litrpgreads.com/blog/rpg/7-tabletop-rpg-horror-games
Ravenloft, and Cthulu are well known. Warhammer fantasy is also horror though the good guys never win unscathed and in most cases die horribly.
When I started running a Cyberpunk 2020 game, I was using a house version of C-punk with the Night's Edge supplement rules for magic. Instead of throwing in a Mana stat, I based the magic off of Empathy. Some of my inspiration came from GDW's Dark Conspiracy and also GURPS Cthulupunk. Both are more modern/cyberpunk settings bringing in the gothic horror aspect of Lovecraft.
No Beyond the Supernatural? My cousin was obseseed with this game. We had fun and it went well with my love for horror.