When I have a really powerful weapon but I can't hit the enemy and the enemy is getting closer and closer. Eventually I begin to run out of ammo. Preferably if the enemy only makes itself visible for enough time to be shot at then disappears.
This happened to me in Dead Money. I was playing and getting more and more tired. Finally I said "Fuck it," pulled out my strong police pistol. Everything was going fine. But soon it started to get freaky.
Long story short, I was confused lost, running low on ammo and barely alive while fighting off 3 or so of those terrifying gas-mask creatures. I knew there were a bunch more around me that were coming for me and I could hear them. However, I didn't know where they were, how far away they were, and whether or not I could handle them. So I ran away, shooting at whatever moved until I just stopped, got up, shut off my Xbox, and went to sleep. I just couldn't handle it.
Stuff running around in the background always freaks me out. I was just watching an episode of Psych where they see a ghost moving through the woods in the distance and when they showed the ghost I was legitimately terrified. I was chilled and shakey and freaked out. Jumpy stuff and monsters don't scare me. Shit that's not afraid to be out in the open but still not hostile does.