Normally... I System shock 2. but not today. today...
Majora's mask.
WTF nintendo. I know you haven't released a single game without the whole "OH SHI-" thing, but majora's mask just said "Oh who are we kidding" and had some of the scariest moments ever. and one of the you go through repeatedly, in most/all timelines: the deku scrub change.
"NNGG...AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAARRRRRRRGGHHH" while link(kid link, in fact), in his shapeshifting agony, stares into your very soul. I find it rather unpleasant.
not to mention how human some of the characters felt in comparison with... most games. ever.
doesn't make you feel all that good when you leave them to die in an alternate world. repeatedly. in order to win.
seriously, nintendo should make a stright horror game. and not tell us its a horror game.