Faust (aka
Seven Games of the Soul) may be up your alley, although not really a horror as much as a spooky tale of investigating the lifes of slightly demented characters (of your list most akin to
Morpheus and
Residents, I think).
Theatre, while not in the same league with
Lurking Horror or
Anchorhead, is a good text adventure about exploring the haunted - you guessed it!
- theatre. Very atmospheric, except for the silly ending.
