Call of Cthulhu is one of the best horror games I've ever played, and I've played a lot of them. There are many reasons why it works great for horror, but I want to spotlight two elements that make a particular case for Call of Cthulhu as a top of the class game.
Sanity
It has been said, and rightly so, that Call of Cthulhu's Sanity system is a poor representation of actual mental illness.
Everyone who says that is correct. What they're missing is that this is a feature, not a bug.
Used liberally, Sanity loss in Call of Cthulhu is an unstoppable spiral into the abyss. Players should be incentivized to involve their character in the scenario for an important reason (stopping something awful from happening, keeping the people they love safe, etc.), but the act of involving their characters should also always put them in a position where losing precious Sanity is a preeminent threat.
The beauty of Call of Cthulhu's Sanity system is not in how it models mental illness, but rather in how it snowballs precipitously into a spiral of madness. One failed check means the next check is even more likely to fail, which means that the margin of success on the check after that is likely to be the slimmest it's been.
Couple the viciousness of that unmitigable peril with the fact that every blown Sanity check could be an opportunity to make the current situation worse. If things go truly bad on a SAN check, it might mean briefly handing a player's character over to the Keeper's machinations and forcing them to do something that is contrary to their best interests.
And Keepers? If you get that opportunity, use it. Have the character do something that really fucks them over or makes the situation demonstrably worse.
What this means is deceptively simple: in Call of Cthulhu, even your own character is a liability.
There's also a special social effect that often occurs when the Sanity system rears its misshapen head in Call of Cthulhu. Sanity loss seldom spreads itself evenly across a group of characters; some characters get hit hard, while others remain largely unscathed. This creates a tension within the group between players who want to play it safer (they're watching their character's SAN score plummeting toward permanent insanity) and those who want to explore the scenario more cavalierly (their character is mostly unharmed by the horrors encountered thus far, so they see room for further error without consequences).
So long as that tension remains at the table between the characters, and doesn't spill over to the players themselves, it makes for a wonderful push-and-pull of anxiety and dread that really enhances the game's atmosphere of horror.
The Character Sheet
At the side, you can see the skill list that takes up the majority of a Call of Cthulhu character sheet. It almost looks like a tax form, doesn't it? There sure are a lot of skills in this game.
They won't save you.
Ideally, there comes a point in a Call of Cthulhu scenario where a player desperately looks to all the skills listed on their sheet and has a horrifying realization: there is nothing there that can help them.
I've never seen a better encapsulation of the futility of human animal come face to face with eldritch horrors than that.
It's the theme, isn't it? The sum of human ability, the skillset that has allowed mankind to flourish on Earth, all that hard-won specialized knowledge and mastery--all of it is ultimately worthless when confronting things the human mind is not equipped to comprehend.
Now, do I think that is an intentional design choice on the part of Call of Cthulhu's authors? Of course not; the skill list in Call of Cthulhu is obviously an iteration of RuneQuest's rules updated for a modern setting. But as an unintentional facet of the game--it's utterly delicious, a nightmarish serendipity.
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