Dungeon Master, circa 1987. First example of stereo sound in a video game, early in the game I could hear something shuffling around somewhere in the dungeon. I moved forward & turned 90 degrees left and was presented a ghoul who, right at that exact same instant triggered the animation to lunge and give a moan. Trouser change.

Undying. Saw some shotgun shells on a table by a wall mirror, just as I approached it I saw a spooky floating guy appear behind my reflection reaching for me, I spun around just in time to see him disappear.

Black & White. During a late night session I hear the game whisper my name. Literally whisper my name.

Still trying to get through metro 2033, stupid air filters don't last long before the heavy breathing blocking out the bowls of mutants chasing you.

The REmake of Resident Evil on Gamecube. Only played in daylight and with music off to hear the zombies better (and I'm a wimp haha)

FEAR: Think I only made it to the demo, those jump scare kinda games I just can't do. The AI was great in it however.

Any Alien game. Just creepy.

The original Resident Evil on Playstation. I don't recall there being anything like it before.

That first time you see the zombie hunched by the sofa, eating the unfortunate Umbrella Corp employee.

Oh and the dogs in that corridor, Jeebus!

And the crows...

The S.T.A.L.K.E.R. series.

S.T.A.L.K.E.R.: Shadow of Chernobyl - the underground levels were scary. I recall in one level a Snork ambushed me. He came out of the darkness, jumped right into my lightspot. I frantically emptied a full clip of ammo from my AK into him, jumping around it like mad. Then I emptied another clip into it for good measure, and I think while all this was going on I shouted expletives at the display. The first encounter with a Controller also wasn't too good for my blood pressure...

S.T.A.L.K.E.R.: Clear Sky - the Red Forest there was an entirely different experience compared to the Red Forest in Shadow of Chernobyl. While walking around in it you could here...things...scuttle through the leaves. Right next to you. You'd turn and see...nothing. But then there was this wreck of a T-72 were you had to get or do something. I don't recall what it was, but I recall very well how a whole bunch of Snorks (Those again! I hated those *******!) jumped at me while I was at the wreck.

S.T.A.L.K.E.R.: Call of Pripyat - the entire city of Pripyat just gave me goosebumps. I shouldn't have listened to the call. Most scary was the Kindergarten, that was eerie.

Hellblade: Senua's Sacrifice. Not because it is terribly scary or horrific per se, but because it shows how fragile the world we see can be. The entire game is immersed in delusional visual and aural effects, with most of the narration and story telling coming from the other voices that reside along side the player 'in' Senua's mind.