Fatal Frame, otherwise known as "Project Zero," or simply "Zero" in other parts of the world is unlike any other horror game series I've ever played. Now granted, I haven't actually played very many horror games, I'm usually a bit too much of a chickenshit for them... but I first discovered Fatal Frame early in my childhood, and it's been permanently seared in to my brain ever since.
The concept behind the series is quite simple. You explore an abandoned, haunted location full of hosti