- Enemies that vanish from sight and reappear at differing locations, perhaps behind the player or someplace nearer than they were.
- Low-level lighting, and lights that dimly flicker
- Fog or mist
- Awareness by the player of a very real potential to be slowed or paralyzed
- Immersion into a world where the usual laws of physics are broken, causing the player to question the certainty of the way the environment will react to their actions.
- The sounds or sights of other in agony or despair
- Sensory clues that indicate impending doom (a familiar sound or image the player would associate with a situation that they feel certain would result in helplessness or fatality)
- The ever-present knowledge that you are at the mercy of entities more powerful than yourself
- Having few or no allies, and those that do exist show signs of being as equally vulnerable and afraid as yourself
- Having the character build trust with someone, only to be betrayed
These are the easiest for me to recommend. Not at all an all-inclusive list, but it should help to attune your mind's creativity to the aspects of horror.