If you can find a version Call of Cthulhu: Dark Corners of the Earth by Bethesda was just awesome. I hope it makes its way to gog.com. I'd love to be able to put that on my CP.

I have to say that Thief: Deadly Shadows, which is one of my favourite games, scared me so badly I had to close the game sometimes. Admittedly, it was only 2 or 3 levels of it, but The Cradle is one of the scariest things i have ever experienced. I was very young, and stupidly went it with only a few broad arrows. Cue terrified screaming and running from zombified mental patients.

F.E.A.R., Doom 3, and the Half-Life 2 series (specifically the zombie levels) are some of the scariest games I've ever played.
Although i think there are plenty scary old games too, like the Marathon series can still scare me sometimes, along with the original Half-Life

There were levels in the Thief games that made me jump. The Shalebridge Cradle had maximum effect on me because I ended up getting to that level at two in the morning, while I was home alone in a dark apartment. It was the first time a game ever made me get up to turn on all the lights.
Something else that made me jump was in the original Unreal. One of the early levels traps you in an empty, locked corridor while the lights slowly, one at a time, go dark. Then after leaving you in the dark for a few seconds, you're attacked by a viscious cat-alien.....
Doesn't sound as frightening now, but at the time it scared the crap out of me. Considering it was a very early FPS, I guess the whole experience and genre was still new to me.

This.
I can't think of any other game levels that scared me as much as Shalebridge Cradle did. Its atmosphere was very creepy. So creepy it took me more than two weeks to complete. I know...

I haven't really played at lot of horror games (or games that scared me for that matter) but of course there are some:
Vampire The Masquerade: Bloodlines really scared me with Ocean House Hotel. I remember how that level freaked me out. The Ocean House Hotel is, in my opinion, a fantastic level.
Someone mentioned Call of Cthulhu: Dark Corners of the Earth. Another good game that didn't sell as good as it should have. And it was too, at times, very scary.

Doom 3 and F.E.A.R made me jump a few times, that I admit, but for that really creepy feeling, I also say System Shock 2 (I haven't played the first SS though) and Alien vs Predator - the marine campaing in particular.
One game that might actually be a bit more creepy than SS2 in my book is Penumbra that somebody else mentioned. I tried the demo first, then the two commercial episodes (Penumbra: Overture and Penumbra: Black Plague). And it's damn creepy. Much of the fear comes from the fact that you hardly have any weapons to speak of; you can hardly defend yourself if the baddies attack, so you have to creep around in the dark to avoid them, which is a unnerving experience to say the least as you hear them approach and you try to hide behind a crate, praying that they'll not discover you.

haha the two games that did it for me was roberta williams's phantasmagoria and the sequal puzzles of the flesh ....there is a rumor that after the saw films have ended their screen life that there will be a game ...if anyone can get a copy of phantasmagoria that will work on vista i would love to play it again and the 7th guest it was creepy too

For me it was definitely System Shock 2 (walking down a peaceful corridor and all of a sudden getting smashed by a zombie appearing out of nowhere) and Sanitarium, although the second title didn't really scare me in the strict sense of the word - it was more like an overwhelming feeling of "what the fuck is going on?!?" :) There was also The Thing (based on the movie), maybe not a perfect game, but it certainly had its moments. I guess I would be scared by Doom 3 if I wasn't wondering throughout the game how the fuck is it possible that in the far future they don't have guns with mounted flashlights... Apart from that - STALKER and the places you had to go to underground... God, I tried to play that game at night but after 15 minutes decided to wait for sunrise.

AVP 1 as marine first time walking to down that dark tunnel and an alien leapt at me i fired grenade instead of just gun killed my self as well XD

While there have been several games that have made the goosebumps stand up without a doubt the scariest game or the game that had the biggest impact on me was Dungeon Master.
I remember playing this game with the lights out and as I am walking my party along all of a sudden a skeleton would jump out and scream. I would literally jump back from the screen and my hair would stand up.
Dungeon Master was the first PC game I ever played and it was on the old Atari ST of the late 80's. Even with the cheesy sound card and built in speaker this game absolutely nailed the sounds to where you almost didn't want to go around the next corner.
This still rates as one of the best games I have played.

Anyone here knows Realms of the Haunting? I was pretty young back when it was released, and it some impressive videos and stuff. Like when you sit on the chair/throne and it burns the sign into your hands and so..
You never knew (until you are near finish) what was really going on.. and you where stuck in that Villa most times. And then there where some nasty enemies.. i remember some could not be killed with weapons, you had to drop a bookshelf on them or so, i can't remember exactly.
I never made it even halfway through because of that stuff and so. Partly it was a bit boring too, but i would say its more like it just scared the hell ot ouf me.

Alien VS Predator 2: marine.
I played through this game last year and its recent enough that you get to play with a high resolution and utilize your graphics card to a certain extent.
Incredible well made and the scariest thing around :) Recommended if you wanna freak yourself out.
Some of those later alien infested levels had me running like a little girl in one direction while spraying bullets in the other direction.

Great thread, as I love scary games.
Thief 1, the levels with zombies, and especially that haunted city/cathedral
System Shock 2, the first time the ghost appears
Silent Hill 2, when roaming the apartments
Thief 3, i think it was an asylum? nursery?
Condemned
Fatal Frame series
Some people mention FEAR, but that never did it for me. Cause I always seem to have my head turned the other way.

Eternal Darkness. The fact that you knew the sanity effects were coming didn't make it any less freaky when you changed rooms and were suddenly controlling a zombie.