system shock 2. there's nothing quite like realizing that yes, they really are following your trail and yes, they certainly will find you. suddenly, the game seems a lot more intense at that point. the devs needed no cutscene to demonstrate, as they knew that by enacting the behaviour effectively, the gamer would figure it out on their own.
every new "horror" game that comes out these days seems to forget that a game is spinning illusion, and that good magic tricks require active interaction from the audience, rather than passive viewing.