Fallout 3 isn’t a horror game but man that atmosphere is crazy. I remember one of the very first missions has you go to galaxy news radio from the first settlement, megaton to talk to the DJ. It’s a really long journey through subway tunnels and ruined DC streets. The wasteland is pretty horrific and lots of enemies are disgusting and almost disturbing to look at.
As much as Bethesda gets shit for that game, they did an amazing job converting the atmosphere from the first two games into a 3D world.