Several spring to mind. I doubt I could pick just one.
Lesse now...
- Numerous occasions in Amnesia: The Dark Descent. In fact, pretty much any time a monster catches sight of you.
"Oh fuck oh fuck that noise! I can hear it - it's right behind me!"
"Run, damn it, run! Left! Dead end! Turn arou... oh god it's right there! Run!"
"Door! Open damnit... oh fuck I can hear it getting closer, why won't this door just bloody open?!"
"Oh right, I have to pull. Open. Run through. Turn. Close it, quickly!
"Oh god, it's beating down the door! The wood is splintering."
"Only seconds left. Hide. In there. Now!"
"I can hear growling. It's through the door."
"Please-don't-find-me-please-don't-find-me-please-don't..."
Yeah. You get the idea.
Also, Mirror's Edge had some heart-pounding moments. Tearing along at breakneck speed, leaping up walls and vaulting obstacles while bullets fly past your head and heavily armed men burst in from every direction. Good stuff.
Oh yeah, and the final mission in Mass Effect 2. Knowing that any screw-ups on my part could mean the permanent death of a beloved character made the whole thing ridiculously intense.
Plenty of others...