A certain scientist in Half life 1, making comments about "how dark it was", just after a headcrab jumped to his head. That was...disturbing at least.
Also, in the Doom 3 game, for me the most dreaded sound was...well, no sound at all. As soon as everything became silent, and the walls were clean for a change, I just knew something was going to happen. And everytime I was right. Helldog suddenly charging at me, zombies everywhere, you name it. But the worst moment was definitely being in a big room, having killed everything in it, relaxing, cleaning my weapons, opening a door I just noticed, and immediately being attacked by a fat guy with a chainsaw.