Kudos to the designers in Dead Space. Having watched the 'Downfall' CGI movie, I understand a bit more of what went on on board the ship, but it was still interesting to read it all while playing.
And yeah, the Portal stuff where you get almost to the end and find the broken wall and discover a scene that just goes to prove what you've been suspecting.
Another really creepy moment from Fallout 3 occurs if you have the black widow perk and play as a female character. Nuka-cola challenge, just after accepting the quest her 'boyfriend' appears and challenges you. If you have enough speech and the perk, you can actually offer him a threesome if he gets the cola for you, and he goes 'I know just the place!' and pelts off.
I followed him. The guy went in almost the same direction I came from towards the nuka-cola plant (I found that first) only his path differed from mine by a few degrees.
He got jumped by Radscorpions. Lots of them. He died before I could kill them all. I remember thinking "Shit... that could have been me."
I have yet to go back and try clearing the path ahead of him (and I suppose clearing out the plant as well) in an attempt to see if he actually gets to live and enjoy his threesome...