SCP Labrat is the big one for me. It's based on SCP Containment Breach, but... in VR. The game is unnerving enough in it's original incarnation. In VR it is... wow. I had a feeling of dread the entire time. The worst part was at one point where I was going through, with an idea as to what to do next, and I'd successfully escaped from 173 (the statue, the main threat of the game), and I was moving down a hallway, looking for the place I needed to go. I stopped for a quick moment to think, realized I needed to go the OTHER way. Turned around. 106 was RIGHT IN MY FREAKING FACE. Oh yeah, that one got a yelp out of me and I just about fell over. He's entirely silent, and has all of the powers that he has in his official entry. And then he grabs you, but because it's him, it's not over yet.
The part after that was one of the most surreal moments I've experienced in VR. If you can get far enough in his horrible pocket dimension, you can maybe find his "throne room"... horrible messed up place, with him seated on this very high stone thing.
When you look up at him, he's just staring at you. And then you get the message: KNEEL. As in, get down on your freaking knees in submission. And you cant go forward until you *actually* do that IRL. You have to physically kneel or he wont let you progress. Doing it, in this horror game with all sorts of threats, gives this nasty helpless feeling; you cant get around while you're on the bloody floor!
And then after that, the "trench" scene. That... that was unpleasant. And then you "escape", but because he's a sneaky little turd there's always a chance that it's a fake escape and the facility around you is still just another part of his little world. In this instance though, I did manage to get out. I had to save and exit after that, it definitely rattled me. Sooooo freaking good, that one.
Also, FNAF in VR. Just... again, wow. The original game is decently creepy when playing it, but of course the horror is mostly just being kinda unsettling and some jumpscares. In VR it's freaking horrifying. What the original game doesnt tell you is that all of the animatronics are 7 feet tall. The game puts you through all of the scary moments of the entire series up to that point and then adds some freaky stuff of its own.
Outside of VR, hmmm... not much gets me. A couple of notable ones though were Scavenger SV-4, Duskers, and Umfend (which is still my favorite horror game).