I haven't played a lot of scary games, mostly because I have a sister with an overactive imagination who would probably not want to sleep for a month if she walked in on me while playing Silent Hill, Fatal Frame, Eternal Darkness, etc. Almost any psychological horror movie, game, or whatever will freak her out if it has ghosts in it. That's why I'm thinking about checking out Resident Evil at some point, because zombies don't really freak her out that much. By the way, she's a Sophomore in high school and still has this problem. I partly blame it on the fact that she's very creative. She has a hard time controlling where her mind goes when she's seen something that freaks her out.
Anyway, the only really "scary" games I've ever played are BioShock and Doom 3. BioShock didn't freak me out that bad most of the time, but the dentist in the Medical Pavilion almost made me crap my pants! My dad has always loved the Doom series, his favorite game being Doom 2. The first two Doom games really weren't that scary in my opinion, but I wasn't expecting the darker, creepier atmosphere of Doom 3. Being used to the generic run and gun of the first two Doom games, I was totally unprepared for enemies popping out of nowhere and Imps dropping down from the ceiling. I know it mostly relied on jump scares, but they got me every time. To be honest, I never made it that far into Doom 3 because my computer at the time was so slow that the game would lock up every ten minutes. I might eventually reinstall it on my newer, much faster computer and pick it up again.