Modern-day RPGs: horror and supernatural investigation
For some people, roleplaying games are synonymous with fantastic, exotic worlds, imagined from the ground up and described in minute detail in lengthy encyclopedic sourcebooks. To them, the idea of playing a campaign set in a version of our Earth in roughly contemporary times seems antithetical to the escapist fun they are seeking in RPGs. However, games set in the modern era of a mostly-real world are almost as old as the hobby itself and still enjoy great popularity.
A prominent subgenre within this category are games with a horror, supernatural, or paranormal bent, in which the player characters investigate occult mysteries or hunt for dangerous otherworldly creatures. The archetypal model for this kind of game was provided by the evergreen classic Call of Cthulhu. However, its modern descendants often have nothing to do with either H.P. Lovecraft or the d100 Basic Roleplaying mechanics.
Some games in this vein aim for a deathly serious atmosphere and underline the inherent weakness of humanity confronted with incomprehensible supernatural foes. Others are much more lighthearted and optimistic in tone and resemble horror comedy movies. Similarly, there is a large variety in terms of game mechanics: the systems that emphasize the use of detective skills can be contrasted with those that provide detailed resolution rules for combat or thrilling action scenes.
This list focuses on games about paranormal investigations and monster hunting, but also includes some more realistic and mundane modern-day games (most of them in the espionage genre), which can be easily adapted for darker and more supernaturally-inclined types of adventures.
I tried to limit myself to games in which the player characters are (more or less powerful) mortals rather than supernatural beings themselves. The systems that assume not-quite-human player characters living in worlds infused with magic are listed separately in my urban fantasy entry.
A small portion of the games listed are not strictly contemporary, but set in the 20th or even 19th centuries; I still included them, assuming they would be of interest to the audience of this list (and easy enough to alter for the present day settings should the need arise).
I should also explain my treatment of the generic systems on this list, which forced me to engage in some creative interpretation. While setting-neutral games (such as GURPS, Savage Worlds, or Fate) are technically a correct fit for a group wishing to engage in ghost-, monster- and alien-hunting adventures, it is not very helpful to point somebody to the core rulebook of such a game and tell them to build something themselves. Therefore, for each generic system featured in my sources, I tried to indicate specific setting books and adaptations that would fit the theme of this list. These supplements are often not very popular by themselves, but I list them to demonstrate that their parent generic system is indeed capable of providing for the horror and supernatural genres.