The Path is an independent game which was released by Tale of Tales back in 2009. Borrowing from the classic story Little Red Riding Hood, the player chooses to control one of six sisters who are told by their mother to go to their grandmother's house. Following the path to Grandmother's house is simple enough -- you just have to walk forward and you'll eventually reach it. But that isn't how you're supposed to play the game.
Once you start wandering off the path, you will encounter items that begin to tell a more disturbing story than one about a girl simply visiting granny. The sounds in this game are enough to give someone nightmares alone.
The Path isn't a long game by any means so it's worth your time if you're into atmospheric horror games. You can pick up The Path on Steam for under $10.