Did you play Neverending Nightmares? It’s a horror game in which a dapper chap wanders from one unpleasant situation to the next, in a side-scrolling grayscale world, with occasional splashes of the red stuff. I didn’t play enough to explain its appeal, beyond the striking graphics, but it is “inspired by the developer’s actual battle with mental illness”.
The next game from the same developer, Devastated Dreams, is currently seeking funds on Kickstarter and there’s a demo available. This time around, the inspiration comes from Filipino folklore and the fears of an expectant parent. I played the demo just now and saw terrible things.