I really liked Walter Sullivan from Silent Hill 4, particularly when he wasn't actively chasing me. If you look through the peephole in your apartment door (the door is mega-locked and you can't open it) you sometimes see him passing by or doing something indefinite. Once, he just walked in front of the door and stood there, staring at the peephole and smiling. I found it incredibly creepy. Imagine that happening in real life, someone just standing at your door. He doesn't knock, he doesn't call out, he just stands there with a vague smile on his face.