This topic might be long overdue for these forums, as Horror roleplaying lends itself well to Dark Heresy, and constantly comes up in discussion. In my opinion, horror roleplaying is one of the most difficult types of games to run successfully. I've learned quite a few things about horror gaming, and I've managed to pull it off occasionally, but I feel like there's always more for me to learn about Horror gaming, and game mastering in general.
Personally, I have a difficult situation: I run a game at a FLGS, I bring my laptop to provide background music, and I have no way to lower the lights, or set the mood appropriately. But somehow, I've still managed to scare my players on occasion.
One example was in Xicarph, after the Widower's keystone was destroyed. They left Gabriel Chase to find that the entire populace had clawed out their eyes and ripped themselves to pieces. Shredded flesh lied all around the empty and silent streets, I took a few minutes simply describing everything they were seeing, smelling, and hearing. Then, one of the players heard gaseous moans coming from all directions… they decided to start moving, when raindrops began falling. From where the droplets hit the ground, small white spherical objects started popping up. When closely observed, it turned out to be an eyeball staring back at them. The rain started to fall harder, and more eyeballs started spawning from the rain. They ran into the nearest building, freaking out asking each other if there were any eyeballs on them. Spending a few moments in the building, they saw that there was a leak in the roof, and that water was trickling in. Outside the building, something massive just moved - it sounded fleshy. Looking through the window, nothing could be seen at first, but just as they were about to look away, something passed in front of the window quickly. At this point, the players are begging for death, looking for any way out, including suicide. One of the players decided to go outside and make a run for it. But as he stepped outside, a shower of gore erupted from his location, covering the other players in his blood and guts. They never saw what actually killed him, but they didn't want to find out. Instead, they decided to wait inside until the rain ended. As the rain continued to get stronger and stronger, the ground outside started breaking and collapsing, until they eventually fell, along with the building, back into the Red Cages… where beasts were loose without masters.
As for why any of this happened, they were really just cruel tricks by myself to scare the players. It could be explained, but never will be.
As practiced in the above example, here are some horror tips that a fellow DM briefly worded better than I could..
"Start with something very familiar and ordinary, then build up the horror elements slowly. Make the players question themselves, introduce doubt, so that they're not sure if the horror is real or a trick of the mind. You'll want things to be combat-light; combat is something that takes the fear away, because it's familiar. When you do introduce combat with the horror element, you want to include a feeling of helplessness, like in nightmares, but you also want to give the players an outlet to use their combat abilities effectively."
There are plenty of more tricks and techniques that could be added, so I ask you all.. What experiences have you had with horror roleplaying, and what advice do you give for horror game mastering?