All horror themed games are supposed to be creepy, but every once in awhile, one comes along that just achieves that purpose in spades. What game or games scared the hell out of you?
I've been watching horror movies since I was like 2 years old and System Shock 2 scared the bejesus out of me, lol. I'd be sitting there, in the dark, with my headphones on (so the sound was right in my ears), walking down a perfectly silent hallway and all of a sudden, totally out of nowhere you get "SILENCE THE DISCORD!!!!!!" and get whacked in the back of the head with a lead pipe. Brrrrrr, creepy as hell. I still have my original disc. And don't even get me started on those creepy, cyborg midwives. I don't remember the things they said anymore, but I seem to remember thinking they said some pretty creepy shit.

To be honest, System Shock was never really scary for me, except a few bits of those games (but SS1 is my most favorite FPS of all times nevertheless :D)... Game, that scared the hell out of me was Call of Cthulhu. From time to time, I was really holding my breath, so unknown horrors that await me won't notice my presence...

I still say those cyborg midwives were creepy as hell,lol. I agree 100% with you though, SS1 was indeed a killer game. I still have my disc for SS2, but if SS1 becomes available on this site, I will buy it for sure just so I can play through it again. I got SS1 and Bioforge (another killer game that needs to be on this site) together in some kind of bundle box when I was a sopomore in high school.
"L-l-l-look at you hacker. Panting and sweating as you run through my corridors. How can you challenge a perfect, immortal machine?"
Classic stuff for sure. SHODAN and XERXES had some pretty weird conversations between themselves in SS2 as well.

I was about 6-7 years old when I played Wolfenstein 3D so that game was pretty scary for me :-)

Silent Hill
When you make your second trek though the school after things become DARK and there is something banging from inside one of the lockers that you have to open <cry>

When I was a kid I did not like to play Castlevania 4 at night. Also when Resident Evil and Silent Hill came scared me when I played at night. Especially in RE after the first time the dogs jumped out of the windows. After that I was paranoid with windows lol.

I always had trouble and found it a little scary playing yet I was drawn to playing it to completion; Hello Kitty: Roller Rescue for the Game Cube! No, really I did finish it. Scary eh!? :oP

Especially in RE after the first time the dogs jumped out of the windows. After that I was paranoid with windows lol.
I wasn't there at the time, but my Dad claims that the first time those dogs jumped through the windows in RE1, he actually dropped his controller in the floor, lol. Wish I could have seen that, what a classic Kodak moment, heh.

First game that scared me was marsport on the spectrum that and aliens. The bit when you tried to find the alien and enxt you see the alien attack you scared the hell out of me.

Diablo - I was young when it came out :)
Clive Barker's Undying - The Mansion was incredible... The rest more actiony.
Thief: Deadly Shadows - Shalebridge Cradle. 'Nuff said.
Karl

The first one for me was probably DOOM, but it wasn't so much "scared" as it was "GOTCHA!".... There was a plethora of excellently scripted moments of supreme startle.
The first game that actually caused me to experience something akin to fear was Clive Barkers Undying. The first time that voice whispered "looook", I about urinated on meself.
Since that game, only one other title has repeatedly caused the hair on my arms to raise up and cold chills to run down my spine- and that wasn't even the whole game, just one level. The haunted motel level of Vampire: Bloodlines. No matter how many times I play through that area, it gets me every time. Absolutely perfect.
Bioshock does an acceptable job of creating tension, but it's not really "scary".

Doom, and the Alien mod for Doom, and X-COM: UFO Defense.

The Legend Of Zelda: A Link To The Past.
EDIT:
wow, nobody has made fun of me yet, thank goodness. That really was a scary game to me at the time, I was 6 or 7 years old and it scared the hell out of me when I was playing.
I could take double dragon, battle toads, super mario brothers, hey I even enjoyed dr.mario, but TLOZ:ALTTP killed me back then. After that it was RE2 on the N64 but it changed later.

I've never played a game that was out-and-out scary, however these had their share of spine-tingling moments:
- Call of Cthulu: Dark Corners of the Earth
- System Shock 2
- Nosferatu: The Wrath of Malachai
- Alien vs. Predator (PC version)
- Condemned: Criminal Origins

F.E.A.R. got me, not the sequals though.
My wife likes scary games, so she plays a lot of the newer adventure games that are scary, but I started trading for games like Phantasmagoria, and she's really liked those too.