I know this thread is three years old but it was made before I joined, so I'm going to take this chance to share my thoughts on Resident Evil's scariest places.
I've never played Resident Evil 0 so I can't say anything about that, instead I will give the scariest places for the games I have played.
Resident Evil: (PS1) Just the mansion in general.
Resident Evil 2: The underground labs and the many times Mr X chases you.
Resident Evil 3: I've just started playing this game, and I'm at the police station so far nothing to note, oh wait Nemesis.
Resident Evil CVX: Hearing the tortured screams of the Ashford twins father for the first time. Also the game in general was actually pretty creepy.
Resident Evil 4: The Castle area on normal or higher difficulty. Simply because you get to meet these guys.
Resident Evil 5: If I had to choose, then it would be the Licker scenario.
Resident Evil Remake: Lisa Trevor, that is all.