Oh, I have quite a few.
Shadow Hands in Shadow Temple for the first time. The first time, it scared the shit out of me quite literally. Every time after, even when I knew about it, I was paranoid and afraid of them.
There was this non-scripted, seemingly random event that scared the shit out of me in Fallout 3. I went into the Sniper Shack [http://fallout.wikia.com/wiki/Sniper_shack], which was the shack that contained the Victory Rifle. I was having Dogmeat get the Victory Rifle out of a Very Hard Locked Locker (lolwut, dogs can't even open unlocked doors, yet he was able to pick up a heavy rifle without opening or unlocking the locker it was in. Dogs are so smart...) and checking the rest of the small shack, when all of a sudden I heard a voice. I turned around, and saw a Super Mutant with a fucking Missile Launcher. I thought OH SHIT and started shooting like hell. May I also mention this shack is small as shit, and has barely any room to move around, and I got trapped in with a fairly durable enemy with a missile launcher. And enemies are inclined to shoot you in very close range and hurt themselves or shoot the ground.