If Super Metroid is on the Nintendo Switch emulator, that’s a good spooky game, including an explicitly horror-themed level, the Wrecked Ship. There’s a layer of removal since it’s 2D and zoomed out. Not all of the game is all that spooky, I think it’s mainly Wrecked Ship and the end of the game.
Metroid Fusion is much spookier, including sequences where you’re being hunted by a Samus clone. Very creepy vibes throughout too. Other M has a lot of thrills as well. And Metroid Dread is, of course, dread-inducing. Actually it was the first Metroid game I couldn’t play because the stealth sequences were too much for me, lol.
Majora’s Mask is mostly more eerie, but there are some good high tension moments as well.