Lamentations of the Flame Princess
Lamentations of the Flame Princess is a grimdark retroclone made by James Edward Raggi IV. It started out as an Elizabethan version of Original Dungeons & Dragons, but moved in the direction of historical fantasy as the author's interests inevitably changed (and he got dumped by his girlfriend, who was incidentally the eponymous "Flame Princess"). It's most well-known for the little mini-adventures that no one buys from the shelves of your FLGS, with lots of gloom, doom, horror, and NOPE! mixed with copious amounts of the absolute worst DM practices of a bygone era; you know, the ones that make for interesting reading but always seem to cock up royally when you try to play them?
LotFP would probably be a shoe-in to fit all your horror-style retroclone needs, if not for the fact that the creator was such a smug, unlikable cunt. Seriously, he's basically the result of a dangerous experiment to distill all the worst aspects of /tg/'s neckbeardy nature into a single individual, while filtering out all the likable charm and class and replacing it with the lingering bitterness of a douchebag who can't move on from a bad breakup, and his superior, insulting tone and free-floating resentment seeps into everything he writes.
Without fail, his adventures always begin with like five pages ranting about how much he hates people who prefer other games and systems, people who prefer his game and system, people who treat tabletop RPGs as ways to have "fun" and enjoy themselves instead of SRS BSNS, etc. On top of that, most of them are either deliberately designed to be cruel jokes for the DM to play on the players ("Death Frost Doom," "The Monolith From Beyond Space and Time"), or just plain unfun exercises in torturing them for daring to think they are the main characters rather than the DM ("The God That Crawls," "Death Love Doom"). Virtually none of them have "winning" scenarios attached to them, just to drive the point home.
Of course, there is a certain kind of player that finds this sort of unfair, trial-and-error, Tomb of Horrors bullshit to be part of the game's charm. If you can filter out the Raggi, it's not unplayable.