The video game series Amnesia is a stellar game series by the indie company FrictionalGames, a gory, disturbing thing as it's predecessor, the Penumbra series, was. Set in the nineteenth century, the main game Amnesia: The Dark Descent's protagonist Daniel is battling Amnesia and a dark past. It's DLC Justine is set nineteen years later, and in the eyes of French woman Justine Florbelle, a sadist trying to find that she has some humanity left in her.
In my eyes, this series is the best first-person horror series to date, it is PC only but it's freaky-ness makes up for it. I shudder just thinking about the monsters included, and then delight at the custom level builder.