Got a few more for the list here. Just wanted to see if the horror sound novel ones would be fine to add. If so, then I've got a decent amount more to add than what I've put into this post.
Nocturne (Yasōkyoku) - Sound Horror Novel - 16/JUL/1998 - Open Sesame/Victor Interactive Software, PS1
Title is written as 夜想曲
Nocturne 2 (Yasōkyoku) - Sound Horror Novel - 14/JUN/2001 - Office Create/Victor Interactive Software, PS1
The Unopened Gate (Akazu no Ma) - Sound Horror Novel - 09/MAY/1997 - Visit - PS1
Title is written as あかずの間.
Kamaitachi no Yoru (The Night of the Sickle Weasels) - Sound Horror Novel - 24/NOV/1994 - Chunsoft - SNES, PS1, GameBoy
Hospital Closure - Sound Horror Novel - 20/APR/2000 - Visit - PS1
- Title is written as 閉鎖病院
The Last Train - Sound Horror Novel - 26/FEB/1998 - Visit - PS1, PS2
- Title is written as 最終電車
- Was later rereleased on PlayStation 2
19:03 Ueno Night Train - Sound Horror Novel - 04/MAY/1999 - Visit - PS1
- Title is written as １９時０３分上野発夜光列車
The Witching Hour - Sound Horror Novel -09/AUG/2001 - Break & Victor Interactive Software - PS1
- Title is written as 逢魔が時
The Witching Hour 2 - Sound Horror Novel -13/SEP/2001 - Victor Interactive Software - PS1
- Title is written as 逢魔が時 2
Aconcagua - Survival Horror - 01/JUN/2000 - Sony Computer Entertainment, Inc. - PS1
- Is a third person point and click survival horror game.
Prisoner of Ice: Demon's Descent - Horror Adventure - 31/MAY/1996 - Millenium Interactive & Vic Tokai, Inc. - PS1
- A wild west ghost town horror game. Also has some slight FPS to it too.
Night Head: The Labyrinth - Japanese Horror Mystery - 17/NOV/1995 - Scitron & Art / Fuji Television - PS1
- Game is a first person horror mystery adventure type.
Juggernaut - Psychological Horror - 19/NOV/1998 - Will/Tonkin House/Jaleco Entertainment - PS1
- Also known as this in Japan - ジャガーノート: 戦慄の扉.
- Also released in the US on 30/SEP/1999.
Kowloon's Gate - Adventure Horror - 28/FEB/1997 - Zeque - PS1
Legend of the Vampyr - Gothic Horror - 04/MAR/1999 - Artdink - PS1
- Also contains RPG elements
Necronomicon: The Dawning of Darkness - Lovecraft Horror & Mystery - Cryo / DreamCatcher Interactive / Wanadoo - 09/NOV/2001 - PS1
Dark Hunter Jou Ijigen Gakuen - Interactive Horror Anime - 11/APR/1997 - Koei - PS1
- Dual language - Japanese, English
Dark Hunter - Shita Youma no Mori - Interactive Horror Anime - 30/MAY/1997 - Koei - PS1
Dark Seed - Horror Adventure - 1995 - Cyberdreams - Amiga, Amiga CD32, DOS, Macintosh, Sega Saturn, PS1
(About the date, sorry I couldn't find the exact original release date).
Dark Seed II - Horror Adventure - 1995 - Destiny Media Technologies & Cyberdreams - Windows, Macintosh, Sega Saturn, PS1
- Console versions for the original Dark Seed & Dark Seed II were only released in Japan.
The Witch of Salzburg - Horror Adventure - 31/DEC/1996 - T.DOGS - PS1
- Game's controls are similar to the Clock Tower games.
The Sleep of Witches - Horror Sound Novel - 1999 - Victor - PS1
(Again, not sure on the exact release date. I couldn't find one).
Season of Twilight - Horror Adventure -07/OCT/1999 - SPIKE - PS1
Echo Night - Survival Horror - 30/AUG/1999 - From Software/Agetec - PS1
- Agetec handled the release outside of Japan (release date shown isn't the Japanese one).
Echo Night 2 - Survival Horror - 31/DEC/1999 - From Software - PS1
- Only released in Japan
The Note - Survival Horror - 17/JAN/1997 - Team Bughouse - PS1
Dark Messiah - Survival Horror - 11/JUN/1998 - Altus & Konami - PS1
- Released only in Japan and Europe.
- European release was titled "Hellnight"
(Sorry about the lack of exact release dates or notes for them at the moment, too tired to remember all of the details. Will add them in later).