I have fond scary memories in two games in particular.
<spoiler=Resident Evil 2>Playing Resident Evil 2 in the dark as a teenager definitely had its memorably scary moments, especially anything having to do with Tyrant. There you are running around innocently when *BAM* he breaks through a wall. You put him down, loot his body, and run out of the room, thinking you got away. *BAM* through the wall again, to chase you down anew.
Then just when you forget about him, you turn on a monitor and are forced to watch in horror as he slowly approaches your position and destroys the camera that's right behind you. I just about pissed myself at that part, until I remembered I was carrying the biggest, loudest shotgun ever wielded by a human being. There were plenty of other scary moments in RE2, but Tyrant's were usually the worst.
<spoiler=Dead Space>Like others I have to give a shout out to Dead Space as well, twice in particular. For some reason I was NOT expecting to be grabbed in those long sticky hallways, so the first time a tentacle came out of nowhere and pulled me down, I jumped.
The other time was just an average confrontation with a slasher I had put down. I stomped on his head and killed him, and then for some reason I remember reading somewhere that "they usually appear in pairs." Upon realizing that I had only killed one, I audibly muttered "Oh shit!" and spun the camera around - just in time to have my insides torn out by the second swinging splicer behind me. Scared the ever-living crap out of me. I don't think it would have startled me as much, were it not for the authentic dread that hit me when I let my guard down and the frantic spin that I did just before my death.
I still haven't gotten around to playing the original Condemned (got it in a bargain bin), think it's worth my time?