My favorite RPG series of all-time. I was introduced to it after chasing the Pokemon craze in the late 90's. There was a spin-off game in this series named Dragon Warrior Monsters, for the GameBoy which resolved around taming and battling monsters - which I loved. I thought the rest of the games in the series were in the same vein, so I was surprised to find out that the game was the Black Sheep or the series and the other games were something different. This series has had its entries remade/remastered more than any other series I can think of, so these rankings are based on how I played the series - largely through handheld remakes.
These aren’t just “spooky” or atmospheric horror games they are stress machines. The fear comes from a combination of powerlessness, unpredictable threats, and sensory pressure. Most of these games strip away combat, limit your vision or resources, and force you to exist in danger rather than fight it. What makes them especially brutal to play (not just watch) is that they punish hesitation and curiosity at the same time. You must explore, but exploration is exactly what puts you at risk. That tension between progress and survival is where the fear lives.