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Games that aim to startle and unnerve the player.

Science-fiction. Commonly including things like aliens, advanced technology, and settings of outer space or distant planets. 

Games where the primary goal is keeping the player character alive under harsh circumstances such as dwindling resources or a hostile environment.

Subgenre of Horror, where player's character is usually more vulnerable and under-armed, usually focusing on evasion, stealth and/or puzzle-solving, rather than combat.