ShadowMan from 1999. That's one of the (if not the) first narrative action adventure games I ever played and a big part of my childhood. The mixture of blood, gore, creepy music and enemies and great setpieces (you play as the walker between the worlds of the dead and the living and can switch between them) fascinates me to this day. When I was a child, it gave me quite a few nightmares, but I still finished it. It's an absolute masterpiece.
NightDive recently remastered it and it's even better now.
Steck die scheiß Waffe weg!