Well I made these lists
Survival horrors, mindfuck games or similars that I've watched on YT:
Silent Hill 1, 2 & 3
Clock Tower 3
Cryostasis
Call of Cthulhu
Rule of Rose
F.E.A.R.
Comdemned: Criminal Origins
Siren
Thief 3 "Enter the cradle" level
Heavy Rain (doesn't probably belong to the genre but it was very good, movie-like)
Siren was a bit of a pain to watch because of the partly repeated scenes/scenes in wrong order. Everything else was good. I don't finish watching totally hopeless games
Games I started watching but never finished:
Eternal Darkness - seemed like it would be longer than life
Metro 2033 - the graphics and atmosphere seemed good, but the monsters were too alien-like and I didn't like the player's style of gaming. He wasn't thinking of the viewers, which makes making a playthrough video kinda pointless
Penumbra (not sure which one) - I think I couldn't find a good playthrough without commentary
Dead Space - again, too alieny monsters? might continue some time though
Bioshock - after watching several clips I realized that the person hadn't uploaded the entire game, so misleading. I got disheartened and never ended up watching the whole thing. Sucks, it seemed so good, and when I tried the demo myself I was peeing my pants
Considering: (I picked these from the game list linked earlier in this thread)
Amnesia - at first I thought I should get this for myself if it's on discount, but now I think I'd be way too scared to ever play it
Haunting Ground - I basically know nothing about this game or the ones below, just that they're supposed to be either scary or fucked up somehow
Nosferatu: The Wrath of Malachi
The Suffering
Echo Night Series
Vampire: The Masquerade - Bloodlines
Fragile Dreams: Farewell Ruins of the Moon
SUMMING UP: Watching horror game walkthroughs on youtube is better than watching most horror movies.
I dunno why but movies are more likely to disappoint me than games.