One of the big things I use is seclusion. This isn't just being lone adventurers, but using tropes such as having the locals against you (or part of the horror even), making any crawl something narrow that forces the characters into a single row (and potential for getting lost if walls slide or floors open), and using odd monsters or NPCs that are panicked because, like the heroes, they have also felt secluded.
Taking a familiar locale and changing it into something unfamiliar also helps ;) I tend to run the occasional modern horror game and set it right here in my hometown. Everyone knows the landmarks here when we play, so it allows me a chance to work in someplace the players know. However, switch a few things here and there ... add story-color to a seemingly average place, give an odd explanation to a set of ruins or old building, etc. Stories are important when giving mood. It's always good when investigating an area that the players here of the local flavor of stories.
I know it's hard in a con atmosphere, but music always helps as well. Picking something subtle is always good, just barely loud enough to hear, but allowing the sub-conscious to pick up on it while the GM explains things (in story of course).
I actually suggest reading Hellboy and B.P.R.D. if you're not ... Mike Mignola chucks those books full of great, creepy references from mythology and literature that would really spark any horror-based campaign :)