Nah, you can't have a truly good horror game that isn't scripted. Unless it's scripted, in which case it may as well be a movie, things that happen around you are pure chance, and hence it's difficult to build climaxes effectively.
On the other hand, games can scare you regardless of whether they're supposed to be horror. It's made me jump a few times on first person shooters when i've been low on health and just thought i've cleared an area, and then i turn a corner and there's someone right in front of me.
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