I tried Cthulhu Dark and it worked quite well... Especially as my group spent a few months playing a very rules-light system. The end-game where players are trying to keep their characters sane by burning every occult thing they can get their hands on is quite fun.

My only regret is that it really isn't set up for campaign play. A lot of horror games have folded themselves into the 'special Halloween event before trudging back to joyless 5e campaign' slot and I am not at home to it.

@Taskerland Yes, though I'd argue that many of the tropes of horror are a better fit for one-shot games. If you survive the horrible thing and escape, that's horror; if you choose to go back, that's monster hunting.