I did suggest buying Remember Me.
But if you want to have something that actually does have horror and survival
Revelations or AMY.
Beware, you really would have to get used to understanding how AMY works. Since the patch too it's way better.
May I also suggest Metro: Last Light. I loved it.
Edit: If this trailer doesn't convince you nothing will.
If you haven't seen it already, watch Breaking Bad on Netflix.
It has absolutely nothing to do with TLoU but it's the best darn TV show I've ever seen. It's go good that even when TLoU releases you'll be debating whether you should play it or watch BB. It's that addicting.
There is this minor event called E3 which is happening in few days...
Waiting for any news between these two games
The Evil Within