Fatal Frame, now thats a scary game to play, also silent hill 1&2 they nailed the horror genre.
FEAR got me the first few times you see the ghost/spectre thingies that die in 1 shot (enemies from final lvl's). DOOM3 was a lol-fest as u go in a room, lights dim, monsters die via chainsaw or rocket launcher, lights go back on, enter another room and repeat. (and to think they added the chainsaw last minute as a comedy weapon, i was ninja with that)
WARNING, DONT PLAY FATAL FRAME DRUNK, WILL INCUR FITS OF DEFENSIVE DESTRUCTION TO NEARBY OBJECTS.
[edit] Fatal Frame is the game where you have to take pics of ghosts, some screwed up cutscenes as well.