Just a quick 2 cents while I can spare a moment, but there is a key thing to remember about Horror RPGs in a general sense. The object in horror RPGs isn't really about "scaring" the players. Such a thing is very difficult to do in something as loose and informal as an RPG. Instead, a GM should focus on "creeping them out" by presenting them with the grotesque, gruesome, or the ominously obscure. The key to keeping your players in the horror mindset is reminding them of the omnipresent sense of mortality that exists in a "horror" story, the crucial horror element of "helplessness" (by that I mean the feeling that there are no outside forces that can aid the character in any significant fashion...they must deal with this problem with their own two hands) and by keeping them constantly guessing about what will happen next. Give the players gobs of the obscure and bizarre that leaves them scrambling to figure out what it all means (if it truly means anything in a traditionally "sane" and "logical" sense).
Hope that helps.
HARRY DRESDEN — WIZARD
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