When I was like 9 years old I got scared by Turok 3 I think it was on the N64. Since then, no game has ever scared me, no matter how hard I try. Some movies still do, but video games just really don't.
Probably because of the 1 fact that ruins horror games. You die, and you just start at a save point. Its not like its all over or something. There's no fear there, but in movies, they can kill off characters whenever and it often happens so the fear is always there. Imagine watching a scary movie when all of the sudden the main character's head gets chainsawed off. Now your in shock but all of the sudden the movie rewinds 10 minutes back and the protagonist tries it again, fully aware of what was hiding in the shadows.