If you're looking for horror games with physical releases on the Wii U, there are a few available, but it's a rather paltry list. There were also a couple of horror games available digitally on the Wii U, but the eShop is now closed for good and it's not possible to download those games anymore so we won't include them here. At least the Wii U is backwards compatible with the original Wii, so you also have access to the rather strong library of horror games on the Nintendo Wii. Anyway, here's the list of the 4 horror games on the Wii U that you can still purchase and play:
ZombiU was a launch game for the Wii U developed by Ubisoft that takes place in the zombie-infested streets of post-apocalyptic London. As a survivor of a zombie outbreak, you must scavenge for supplies and make your way through dilapidated environments while fending off hordes of the undead. With unique gameplay mechanics that emphasizes survival and permadeath, Zombi U keeps you on edge, as each encounter with the undead could spell the end of your character, in which case you'll assume the role of a new survivor. The game also makes innovative use of the Wii U GamePad to do things like looting corpses, hacking cameras, and managing your inventory, adding some tension and immersion and making it a standout horror experience on the platform.
Resident Evil: Revelations
The Resident Evil franchise made its mark on the Wii U with Resident Evil: Revelations, an upgraded port of the 3DS original. Set between the events of Resident Evil 4 and Resident Evil 5, this atmospheric survival horror game follows series favorites Jill Valentine and Chris Redfield as they investigate a deadly bioterrorism threat aboard a stranded cruise ship. With its tense exploration, limited resources, and claustrophobic environments, Resident Evil: Revelations delivers the trademark survival horror experience the series is known for. The Wii U version takes advantage of the GamePad's touchscreen for inventory management and puzzle-solving, further enhancing the immersion. An excellent addition to the Resident Evil series and the Wii U's small collection of horror games.
The Walking Dead: Survival Instinct
Based on the popular TV series, The Walking Dead: Survival Instinct transports players into the gritty world of the show. As Daryl Dixon, you attempt to survive during a zombie apocalypse in this first-person survival horror adventure. The game emphasizes the human drama and resource management aspects of survival, putting you in a relentless struggle against both the undead and other desperate survivors. The game emphasizes slow-paced stealth and strategy over gunplay, although you'll have to slay your fair share of zombies as well. While the Wii U version received mixed reviews, fans of The Walking Dead series should find enjoyment in its engaging and tense atmosphere and story that is canon to the TV show.
Fatal Frame: Maiden of Black Water
Fatal Frame: Maiden of Black Water, known as Project Zero: Maiden of Black Water in Europe, brings the Fatal Frame series' unique brand of supernatural Japanese horror to the Wii U. You'll assume the roles of three different characters as they explore a haunted mountain and confront vengeful spirits. The game's signature mechanic involves using the Wii U GamePad as the "Camera Obscura," a mystical camera-like device that can reveal and capture ghosts. It's a great entry into the Fatal Frame series, and fans of J-Horror movies and games will find a lot to like here. With its eerie atmosphere, chilling ghost encounters, and the fantastic utilization of the GamePad's motion controls, Fatal Frame: Maiden of Black Water delivers a haunting experience that is one of the best horror games on the Wii U. Unfortunately it was never released physically in North America, so you'll need to import one of the rare (and expensive) European or Australian limited edition releases of the game if you want to play it in English.
And that's all there is in terms of horror on the Wii U. It's a short list, but there are some really good and fairly unique survival horror experiences to be had with all of these titles.