My first genuinely scary experience in a game was in Brave Fencer Musashi (I was 8, give me a break). I was terrified of both vampires and zombies at the time, and about halfway through the game (maybe earlier, I cant remember), monsters begin to appear that are described as being half vampire and half zombie (lit. "Vambees") that feast on human blood. Whenever I was in the main town during that part of the game, there was a creepy ass music track that would play. When night fell, the Vambees would come out of the mine and slowly walk around the town, staring blankly and ignoring you completely. You would see one of them slowly walk into a house of sleeping people every now and then, and if you waited for a minute or so, you would see them walk back out again- no screams, no lights turned on, nothing. The next time you talked to the people that lived in one of those houses, they acted like nothing had happened at all- which just served to make me shit my pants even more, since one of the main issues of that part of the game was how a child who had been caught outside at night was bitten by one and was at risk of being turned himself.
The most recent experience where I would either not play a certain part of the game or just noclip my way through it was in Vampire The Masquerade: Bloodlines (seriously, one of the best three games ever made). A vampire chick sends you to the partially burned down Ocean House Hotel in Santa Monica, which is haunted by a ghost that she wants you to exorcise so she can claim the place as property. You could hack her computer ahead of time and read an email from a foreman of a construction group working on the place, which described how the crew refused to work any more on it because of the unnerving events surrounding it (this is an immediate clue that shits gonna get real). You go there and see the site in front of the magnificent old building; it's well lit, and only the creepy ambient music hints at something being wrong. You walk up to the door to enter the building, only to have one of the lights on either side of it to suddenly die as you approach. The door is locked; you pass a tractor plow on your way to the site's trailer to find a key. You enter and find one, and as soon as you loot it, you hear a motor start and the trailer lurches violently. You exit, and find that the tractor has violently plowed into it, apparently on its own.
Throughout the level, shit gets seriously spooky. Random objects will beam towards your head as you walk by; hunched silhouettes of the same strange figure are visible in the distance briefly as lights flicker, then vanish when they become stable again; a pale blue shade appears out of nowhere and cries over plot advancing items, only to vanish again as you approach; words appear on the walls as though scratched out with a nail; old newspapers describe how children's decapitated and otherwise mangled remains are found in washing machines and closets. Perhaps the scariest part of the game is when you enter a partially burned room with the words "GET OUT" scratched into the wall, to find a curiously undamaged paper on the floor. It is what appears to be a child's crayon drawing- two young girls, their mother, and their father. The children and their mother are all sporting depressingly sad, frightened faces, which makes sense when you see the father- a tall man, wreathed in flames and burned a crispy brown, with red eyes and an almost shark-toothed smile. You then realize that this figure looks conspicuously similar to the one you see out the corner of your eye from time to time in this place.
TL;DR? Ocean House Hotel is perhaps the best, scariest level ever made in a video game, ever. And that's just the icing on the cake that is VTM:B. Play it, for serious.