Years ago, I watched this Korean movie, The Wig, with a friend, and were both so freaked out. It was about a woman who was slowly being possessed by the spirt of the woman from who the hair of her wig had been taken from. It seems kinda hokey, but the woman being possessed had just recovered from cancer (thus, the need for the wig), and the story was from the POV of her sister watching as her sister seems to have a complete personality change after being diagnosed as cancer-free, and was trying to figure out what was happening. Some parts of it might not have aged well (namely, one of the twists), but the way it felt more like a psychological horror than a horror horror really stuck with me.
As for gaming, I can NOT recommend the two games by Red Candle enough. Both games start out seemingly as pure horror, then end up just ripping your heart out and stepping on it as the situation becomes clear.
Detention is a side scroller set during the White Terror period of Taiwan in a high school, and it’s really good. There was a movie made from it that looked to stay really close to the story, and it won a fair number of awards in Asia (I still haven’t seen it yet). There was a Netflix sequel show, but I didn’t really get into it. Detention, though, is really good, and you can get it on pretty much any platform now for only a few bucks.
Their other game, Devotion, is a damn masterpiece and I will never stop being angry it got pulled from Steam after only a week because some idiot accidentally left in a placeholder image that had “Xi Jin Ping Winnie the Pooh moron” written on it - that cost Red Candle’s partner in China their business license, and caused them to pull the game from Steam. It was supposed to go up on GOG, but they backed out a few days after announcing they would be selling it, claiming it was because of the “gamer feedback,” or some such nonsense (but really because Cyberpunk 2077 had just come out in China and they didn’t want to risk upsetting the Chinese government), and they refused to answer anyone asking them about it on twitter back when it happened.
Rant aside, Devotion is set in 1980s Taiwan, and is about a small family that gets destroyed because the father gets wrapped up in a cult. Not a weird murder cult or anything, just a cult promising him easy solutions. It’s basically a “domestic horror,” the horror that happens in a home. The game starts in your living room, with your wife talking about your daughter, Mei Shin, then going, “Where’s Mei Shin?” Then you’re looping through three different years trying to piece together where she is and what happened to her.
Devotion is only on PC, and you can only get it from Red Candle’s webpage. It’s only about $16, and it’s so worth the price.
Edit - This is a really good video comparing Silent Hill 2 and Devotion, on how they both handle the uncanny - Silent Hill 2 with their use of FMVs, and Devotion with it’s use of actual video footage. It has some mild spoilers, but it warns you and gives you a time stamp to skip to avoid them. An Uncanny Reality.