Maybe i just scare easy but to me Dead Space was very scary, i played it in the dark with the surround sound so things were amplified on the fear o meter.
Doom 3 is also very scary, you can use either a flash light OR a gun not both at the same time. That and the fact that things just jump out at you in complete randomness, scared the crap out of me and the fact that i played it in total darkness didn't really help either.
(sorry for the double post)