Psychollogical horror

Psychological Horror is an element of fiction, not tied to a particular genre (it manifests itself in many stories which are not identified as "horror stories"), which aims at creating horrific or unsettling effects through in-depth use of psychology.

A good example would be Edgar Allan Poe histories, that normally make you understand character's madness and feel strange as if you had understood the fatal effects of it.
A good example is the short story: "The black cat"

http://www.online-literature.com/poe/24/