DOOM 1-2. Horrifying in so many ways. Sure you have guns, but that ammo doesn't last long. Hordes of demons around every corner. Terrifyingly intricate mazes. The dreaded stomps of a billion HPed Cyberdemon armed with unlimited rockets. Oy. Doom is my #1 horror game. I can't wait for the new DOOM!
Quake 4 was horrifying as well because it was so grotesque, and watching my friends die painful deaths one by one was more scary than dying myself. Killing the character's cyborg converted best friend while his brain is semi functional is as horrific as it gets for me- he was aware that he was trying to kill me against his will! He was at the same time begging me to kill HIM. So much mixed emotion! Also, getting captured, ripped apart, and converted into a monstrous Strogg myself with no way out of it? Scariest sh~ ever. Game also had the nastiest freaking thing I ever saw, just Google "Quake 4 Fatty" if curious. When it died, I wanted to vomit. X_X