GTFO

Recently, I picked up the game GTFO. If you want a difficult game - this is it. The enemies are deadly, but what really is enjoyable/terrifying is the environment. You never know what lurks around the corner, the ambient sounds bring about a fear of the unknown that provokes the thought "what kind of monster was that?" It can be played alone with bots, but they seem to be a little bit ditsy. I tried 2 player co-op, but that didn't last long. I'd recommend 4 players with good communication and someone that understands what's going on.

Good luck out there, prisoner. 

Steam Description:

GTFO is an extreme cooperative horror shooter that throws you from gripping suspense to explosive action in a heartbeat. Stealth, strategy, and teamwork are necessary to survive in your deadly, underground prison. Work together or die together.