Silent Hill 2 -> Silent Hill -> Silent Hill 3 -> Silent Hill 4(although it is more like a stress-horror game) -> Clock Tower (SNES) -> Fatal Frame II -> Eternal Darkness -> Fatal Frame III -> Resident Evil (Any of them, cheap horror is for teenagers, not saying RE4 is not fun, but I don't consider it a horror game) -> Illbleed (no atmosphere)
Honorable mentions: Indigo Prophecy (Fahrenheit) for Asylum scene