I'm not sure if White Wolf's World of Darkness games are horror or not. I mean, they have end of world scenarios and werewolfs and vampires and ghosts and zombies in them, but that's not enough for horror and to me they feel more like arching fantasy epics. Maybe just the games I've played, but they suit that well.
I love the idea of Ravenloft. Husbit adores it, I've read most of the fiction and the campaign played by friends at home whilst I was at uni is still spoken of by ref & players. It sounds amazing - full of gothic themes of hubris and betrayal. But I've never played it.
So the game I'm going to pick is a homebrew game from uni. It was a one-off session set in a fantasy Celtic Britain. I was the Chieftain's daughter, which meant I had a gold torque and woad paint for armour and wielded a claymore with minor magic. Another player was the weird hermit from the hills - lots of magic! Other warriors and townsfolk. No dice, as far as I recall. Not that many rules at all, really, but rather a feeling of communal story-telling: the GM told the story and we provided the detail - we got attacked by zombies in the night and had to fight them off. It was great fun.