A game with a really good athmosphere was Lone Survivor. I haven't played it completly because i'm not horror fan, but it's really athmospheric.
ScreenshotAnother style was LIMBO with just black and white and some shades of gray.
It was really creepy because you couldn't see anything or recognize its colors.
ScreenshotThe Cave wasn't a horror game, but you could adopt its style to a horror athmosphere.
[ulr=http://www.ingame.de/files/2013/01/The-Cave-Screenshot-02.jpg]Screenshot[/url]
Just some styles that could be used.
3run also made a cool horror game demo with a really lowres rendering (he used the pixelation shader from the wiki). Maybe you could look into this as well