Ok i think that's far enough for that. It started off ok but has fallen down a bit too far. Move back to the subject at hand and leave it be, or else. Savvy? GOOD. Glad you all listen to me.
On topic. Look to Berserk and Perfect Blue as two prime examples. Though ok i'd say Berserk is a little less so in terms of Horror, and more a medieval fantasy, but there is certainly aspects i'd say make it so. as Just Pass Through says, Perfect Blue is one of the best psychological horrors out there, so definitely check that out. They'd be my top two choices as well, i can't think of any other ones off the top of my head at the moment.