Previously someone said puppets from the shalebridge cradle mission of thief 3. This was promptly ignored, but these guys are hands down the creepiest enemies i've faced, and i've played all the games mentioned above except resident evil. By this mission in the game you are used to being able to come up behind an unsuspecting guard, sap the back of his knee, drag him into a corner, and forget about him for the rest of the level. There is no resistance. There is no reason to worry. You can't do that to these guys. Combine this with the fact that they're wrapped in bandages, completely insane, and moaning amongst the empty halls, these guys had me wetting myself every time they turned round a corridor.
tl;dr, puppets from shalebridge cradle of thief 3.