In Half-Life 2: Episode 2:
"Doctor Freeeeeeeeeman...",
The quote itself isn't that creepy, but the way he said it. It sent chills down my spine.
From Bioshock:
"When Picasso became bored of painting people, he started representing them as cubes and other abstract forms. The world called him a genius! I've spent my entire surgical career creating the same tired shapes, over and over again: the upturned nose, the cleft chin, the ample bosom. Wouldn't it be wonderful if I could do with a knife what that old Spaniard did with a brush?"