Either silent hill 2...or minecraft.
I don't even need to say why silent hill 2 is scary, but minecraft? Minecraft is practically an excercise in how to do survival horror. You are not very good at combat. The best you can do is swing away with your sword, pressing the attack button like a madman, at least until you get the bow, and even then, you're hardly legolas. When the sun sets, the monsters come out, and that moment of panic when the light suddenly dips and you're far away from shelter is priceless. How many nights have I spent trapped in a tiny, oft windowless room without a bed, forced to sit there all night listening to the sounds of the monsters outside, wondering how on earth I'm going to get out safely in the morning?
What's more, this fear drives the gameplay. It drove me to create an enormous, three walled fortress, and whatever safe structures you make are all the more satisfying for knowing how dangerous the world outside is at night.
Of course, my arachnophobia does not help.
