In terms of horror games, I get scared really easily and so I just don't enjoy it when I play a horror game (I could barely play Slender)
For anime, my main issues with some anime is the art style that makes the characters look like kids. The anime I have finished are : Naruto(only the original series, not Shippuden), Yu Gi Oh, High School DxD so I have a pretty lacklustre list.
Yeah I get what you mean, when I was younger I was pretty scared of most of that too, I admit I was alos scared playing Slenderman and that was after my playthrough of amnesia.
As to your list is that really all :O
There is so many animes I could referr to you right now. How about Angel Beats, it is really funny. Great Plot. Even emotional.
Or if you like MMORPG I suggest something along the lines of Sword Art Online or Danmachi.
Action: Highschool of the Dead (little horror), Code Geasee, Cowboy bebop, Fullmetal Alchemist Brotherhood.
Funny & School Life: K-On, Is this a Zombie?, Girls und Panzer (one of my favorites), Love Life, Chunnibyou, Daily lives of highschool boys, Kill la Kill, NouCome, kokoro connect, Persona 4 Animation (play the game first
), Hetaila Axis Power.
Sad: Anohana, Clannade, Your lie in April, Angel Beats.
If you want some romance anime: Nisekoi, Your lie in April. (Your lie in april defenetly my favorite)
Horror: Mirai Nikki, Another, Corpse Party, Blood-C (don't watch this unless you want to be scared for life xD), Tokyo Ghoul, Death Note, Shiki, Elfen Lied.
Here are just some. But all very good and I defenetly recommend every singel one. Which reminds me did we not just recently give you a list xD Sorry.