I already have played a couple (Sisyphus Reborn and A date in the Park), and saw walkthroughts of others (non-free i think) such as Downfall, The Cat Lady and Fran Bow (along with some of the x days a stranger/sceptic etc series) :)
Very interested in trying more. Horror would be best for me, but any kind of mystery/dark tone will do. Just not comedy :=
I enjoyed The Charnel House Trilogy. It's a bit weird and some say it's boring, but I really liked it. I loved the dialogue, and the mystery behind the story. I need a sequel to this game right now!
The obvious answer is:
The Ben Jordan series!!!
Then:
The Trilby series!!!
Also:
Donna: Avenger Of Blood (http://www.adventuregamestudio.co.uk/site/games/game/1523/) (This is in my top ten overall best AGS games...not just horror-themed top ten...And if you want a dark and gritty game: This is probably actually your best bet...)
Many of those AGS games I knew are noted already.
Additionally I can remember:
Emily Enough (a game about girl maniac), although I'd say it IS a (dark) comedy, but that may be subjective opinion;
How They Found Silence,
A Night to Remember
Shades Of Greye (adventure/arcade)
Mind's Eye -- is not really horror, but is pretty dark toned.
All pigs must burn in hell (I hope I remember the title right)
All the way down
Actually, Gemini Rue is a mystery/thriller game with a pretty moody atmosphere (oh wait, it is commercial);
Prodigal (http://www.adventuregamestudio.co.uk/site/games/game/644/).
I will add more if I remember.
EDIT:
Armaggeddon Margaret: a short retro-sci-fi horror game.
Far from my favourite genre, but the following games fit your requirement very well, and are all very good:
Not played it, but it certainly gives off that vibe: McCarthy Chronicles
The Trilby Series/Chzo Mythos (the way you listed it made it seem you possibly thought they were non-free?)
Pleurghburg: Dark Ages
Camp 1
The 1213 games
The Vacuum
If you want dark mystery I think The Cat Lady is probably my favourite - but for free games I'm pretty sure there's still a free version of Downfall (not sure if you mean you watched a walkthrough of the entire thing, in which case you may not want to play it!)
I think you would enjoy The Marionette:
http://www.adventuregamestudio.co.uk/site/games/game/1228/
Thank you all for the suggestions!
I already dled a couple, and had a look at others in youtube 8-)