I’m convinced horror games are the best medium for horror. I love reading horror fiction and watching horror movies too. I just feel like when playing a good horror game, the player is “in the drivers seat”. I’m open to hearing other opinions though!
Multimedia/‘alternate reality’ (what people used to call ARGs, now I think there’s some other term).
Edit: suppose this is a cop out though, since it involves combos of film, literature, audio, web design, and occasionally IRL events or materials. So putting that aside, I think video games edge out film a smidge, in the hands of the right creator/team.