I stumbled across this indie open world horror game on sale on Steam a few days ago. I'm pretty impressed. It's got atmosphere that will make you think of STALKER or titles from Frictional Games and it definitely has some creepy going on. The exploration is pretty unique. It tells a story and uses characters.
http://store.steampowered.com/app/359940/
http://store.steampowered.com/app/359940/