The new FIFA.

/s

I did enjoy The call of Cthulhu though. Not really scary, but I'm a Lovecraft fan (minus the racism/Xenophobia).

For the sad? Probably SOMA. It's got a pretty distinct style of horror and even though it was really popular I don't hear a ton of people talking about it any more.

I have heard the game Lisa is an interesting mix or humor, sadness, and horror.

There's also some interesting games on itch.io amongst all Five Nights At Freddie's style games. The Salt Order is one of my favorites.

A few options that range from slightly spooky to pretty scary: Alan Wake, Oxenfree, Dead Space, Five Nights at Freddy's Security Breach, Night in the Woods, Inside, Limbo

There's plenty enough sad in the real world. Costume Quest is the superior spoopy game.

The Cat Lady. It's a point and click style game that is well recieved even ten years on since its release, and has since become the first in a trilogy of sorts. Good writing, multiple endings, sad+spook with some good twists. Gameplay is definitely limited, art can be a bit unusual, but what it has to offer is worth your time.

I'm not super big in horror games. I think the genre doesn't really lend itself to content longer than a few hours and way too many developers think "difficult=scary" which makes horror games pretty frustrating for me. That being said, I played The Iron Lung a few months ago and really enjoyed it. Short, cheap, with a crazy unique setting and game play mechanics. It's worth a shot if you've got a few bucks and an hour or two to kill.

Hardly a hidden gem, but Silent Hill 2, playable via PCSX2. Might get an abandonedware version to work on modern PCs. But PCSX2 + upscaling is sufficient.

The Beginner's Guide and The Disappearance of Ethan Carter, both a bit more walking sim than horror, but the spooky is there.

Also seconding a few other answers here: SOMA, Lisa, Night In the Woods

Hard to beat the OG Resident Evil via PS1 emulation or the GameCube re-make.

What does Halloween have to do with being sad?

The first dreadout was pretty creepy and I don't see it mentioned too much. Also, the new amnesia game, the bunker, is really good and sad.

Death's Door

Lots of good suggestions in these comments so I'll throw a couple oddball suggestions out just for fun. Dredge isn't exactly a full-on horror game, but has some Lovecraftian horror elements, and I really enjoyed it. Not sure that kind of horror really fits the holiday though, so I'll also suggest Pumpkin Jack, which is even less of a horror game, but is a pretty enjoyable 3D platformer with a lot of inspiration from the season and holiday.

The Quarry