Any scene in Indigo Prophecy made me shudder, hide behind the couch, or make my Dad do it because I would be crying or hiding in the cabinet.
Anywho, I'm going to have the say the ending of Assassin's Creed Brotherhood was unnerving. I wasn't expecting it, and yes, I'm not going to spoil it.
Plus, after I replayed Bioshock, the part when Jack meets Andrew Ryan was unnerving as well...I especially the golf club scene.
For scariest? That's hard...I'm going to have to say when SHODAN reveals herself in System Shock 2. H o l y S h i t. After I got to that part, I couldn't sleep for days.