Ah, have I got some memories for you kids!
Dungeons of Daggorath (Tandy Color Computer 2/3)- the first game that ever scared me (I was seven at the time). Especially in the lower dungeons, full of scorpions- small, fast creatures, deadly enough to kill you in one hit (at first), that you couldn't see without a magical torch. Problem was, at that point you could only use a Lunar torch (weaker magical torch), which meant you couldn't see them until they were almost on top of you. You could HEAR them, though... "Where is it? WHERE IS IT?!"
Heart of the Alien (SegaCD)- Out of This World was the hardest game I'd ever loved, and to see that bleak landscape once again, as Buddy (the alien) rode into view with Lester in his arms, to the sound of a harsh wind and a lonely flute... that's when I really knew that games could be art.
Dragon's Lair 2 (arcade)- beating it without a single death while half a dozen people watched. Second-proudest arcade gaming moment of my life (first one listed further below).
Silent Hill (PS1)- climbing up into that room in the schoolhouse and being creeped out by all the insane scribblings on the walls. Then climbing back down to find myself in a chainlink nightmare.
Resident Evil (PS1)- The hallway. The windows. The dogs. You know what I'm talking about.
Turok 2: Seeds of Evil (N64)- my first run-in with Oblivion and the Flesh Eaters. "Your deeds... your life... your very EXISTENCE... fall beneath the great shadow of Oblivion!"
Thief: The Dark Project (PC)- The Haunted Cathedral. Standing at the door for fifteen minutes, listening to the rattling of spectral chains and the murmurs of the undead, waiting for things to sound safe. They never did. I went in anyway.
Half-Life (PC)- "Forget about Freeman! We are cutting our losses and pulling out! Anyone left down there now is ON HIS OWN! I repeat, if you aren't already, YOU are now-" *BOOM* I realized two things then. One: The United States Marine Corps wanted me, personally, dead. Two: I was trapped deep underground with something that was making them retreat.
Silent Hill 4: The Room (PC)- The hospital room with The Face. I reflexively shot at it. I know I'm not the only one.
Thief: Deadly Shadows (PC)- The Shalebridge Cradle. "It won't open. That's... not a good sign." Creeping up the stairs towards The Door. Hearing the banging. Flying down the stairs to the nearest shadow, broadhead arrow out and nocked, waiting five minutes for whatever nameless horror (I thought) was storming down after me to show itself. And then there was getting out....
House of the Dead 4 (arcade)- Getting through the first two bosses on a single pair of credits, by myself, using both guns. John Woo would've been proud.
Resident Evil 4 (PC)- The first time I blew off an infected villager's head and came face-to-face(?) with what was really controlling it. "What...? Euuuugh. DIE!" *bang bang bang*
Portal (PC)- Everything. Just everything. Especially "Wheeeeeeeeee *static* *boop!*" and the "Android Hell" statement.