Procedural generation seems like a natural fit for a genre that depends on the element of... SURPRISE*cough* Anyway this indy-horror Darkwood game looks very promising. (Don't trust the creepy ghost-child. Pianists are sketchy.)
And if you're already in the market for a game with a lot of procedural generation, I heartily recommend FTL. Not really horror, but lots of accidental suffocation. Remember to close your airlocks, people.