>>12019318
Try Clock Tower for PS1. It has a great atmosphere, a good "psychological thriller" style storyline, and the "click" based movement adds a real level of tension.

Also, while not technically retro, the only good horror games being made these days are the indie horrors being uploaded to itch.io - of which pretty much all of them are done in a "retro" style. Worth checking out if you're on the hunt for decent hoorror vidya.