I want to run a paranormal/ horror campaign in a modern setting, but have never tried anything like this before.

Optimally I would like to give it a very tense kind of feel with a hint of bizarre. Somewhere between Twin Peaks and Lovecraft. I was thinking of setting the pretense as a group of thieves contracted to make a very special heist where things get out of hand.

I'd like any input on systems to use, spooky concepts, your own experience with horror RP, anything relevant. Pic more interesting than post/related