Creating a truly unsettling atmosphere is hard to do. Sometimes it works, sometimes it does not.
I had several experience with the same group and depending on the overall mood, it can works very well or goes more into the direction of slasher-comedy instead of really horror.
What worked so far:
- Unstoppable plague affecting the players. They have a countdown ticking inside themself. They were in Africa - Nairobi. They find out that a cult situated in some suburbs of Nairobi was summoning some powerful entity (a form of Death's avatar) and at the same time, it was spreading a plague around the center of summoning. So the PCs were thorn between trying to stop the summoning, hoping to find the nexus of the summoning before the plague killed them or they going far away to heal. As long as they were within the influence of the plague, it was incurable. Mechanically, everyday, they were loosing one hit point (in my game they only have 4 to 6). Getting the plague was not systematic, so there was still plenty of healthy people around them and it was not yet identified as an epidemic, but because they met the herald of death, they were all contaminated.
- Slow creepiness creeping. The story start when the PCs arrived in an abandonned town, with some traces of zombies presence (but weak). Then as they spent more time investigating, they discover some very disturbing things: a wall with a patch of flesh blister - small, but spreading. As night comes, strange howlings, shambling shapes in the dark, cars and vehicles not working anymore (we are trapped !). And somewhere quite far, a beam of light from the sky to a small location. The race is on to reach this place, a old, but peaceful cemetery, void of any undead and creepy things: it is under the protection and the blessing of the three Moirai, Atropos more specifically. This is were they discovered that they have been selected as agents of the Moirai to stop the Zombicalypse.... and they wake up when there car hit a bump on the road. They felt asleep in the back of their car and were pulled in a prophetic dreams by the Moirai.
What worked well in the second example was that the strange things appeared really slowly - a bit like in a lot of Stephen King book - everythings seems normal, but strange, alien elements are introduced one at a time until it becomes clearly a place of horrible corruption and decay - a vision of what the future could be if they were not acting.
Until the "bump on the road", my players really believed that they stumble on a place of complete corruption and decay, which was spreading.