Resident evil
Dead Space
Fear's of the dark (Not seen it tho, but looks/sounds very interesting)

And if you're into extreme gory violence check out "Fist of the north star".

I've seen:

Resident Evil: Degeneration
Dead Space: Downfall

Never heard of:

Peur(s) du noir

Elfen Lied, has some of you have already pointed out. It's very cute but very bloody and violent.
I like anime but regretfully am not that familiar with it yet, so I'll be sure to look up some of the ones you guys listed!