Elder Scrolls IV: Oblivion is a first-person perspective fantasy computer role-playing game set in a vast 3D world with an open-ended storyline that allows the player the freedom to pursue the main quest, side quests, or simply explore the world. The game is set in a different geographic location from the previous in the series (Elder Scrolls III: Morrowind) and in general the architecture and wildlife is more medieval and real-world. The fantasy game art is vastly improved, however, and at the time of its release wowed the world with its realism and attention to physics in its interactivity.
This Elder Scrolls IV: Oblivion fantasy art / game art page has images from a graphically modified game. For an overview of the major changes, click here.
The Oubliette is a mod with generally excellent horror-setting style environments. We have an in-depth review on Grail Quest Game Cheats and Mods Archive.
This screenshots page covers the areas accessed by door 6, the "Tomb of Unrest". There are a few small rooms here (all of which the player must pass through) that try to emphasize various fearful situations. One of the most effective is landing in a cell with just one lockpick (if the player had any to begin with) and one chance only to successfully pick a difficult lock or be stuck "forever" in an abandoned jail (to the extent possible in a game where you can simply reload and try again).