Kotaku just informed me of a game called Slender, which is currently in a playable beta. It's a simple but extremely effective short horror game based on the Slender Man.
I'm playing outside, in the middle of the day, and DAMN, I almost shouted when I was exploring a small building, realized there was only one way out, and turned the corner to find the Slender Man. The darkness is much deeper than in most video games, and having the only audio being the sound of your footsteps and breathing (and occasional soft music) is very atmospheric.
It's a nice touch that the program closes when you... lose? Die? It's not entirely clear what happens, which is also excellent.