In this case, I am guessing Fallout 3 isn't classified as a "horror" game.
Well, anyway, I just got FO3 today. So I started playing, and found a Chinese Assault Rifle just laying on this rock in The Wastelands. So I go to pick it up, and I do. I walk around the walk and keep moving straight. I started hearing running footsteps behind me and a demonic voice. I turn around, oh look, my first Feral Ghoul. Want to tal- OH NO WHY ARE YOU BITING ME AHHHHHHH *shotgun shots*
That scared the crap out of me. ;_;