Well, I'll throw in Unreal 2: The Awakening....great game.
Sci-fi with horror elements.
Another along the same lines - Star Trek: Elite Force 2...Such a cool game...great storylines, and some fucking hectic battle scenes. More'n a few jumps...
NOES on nes was probably one of the better film-related horror games.
Aliens on arcade was cool, so was Alien 3 on genesis, and Alien: the gun on arcade.
Hmmm...metal Slug 2 had zombies...?
Altered beast, would that count?
Postal 2, and p2: Apocalypse weekend, for SURE. Just about as close as you can get to being a serial killer rampaging lunatic...Gorey as all fuck, and the expansion pack has some awesome zombie stuff.