Amnesia the Dark Descent, BTW made by frictional games! ITS THE SCARIEST GAME ALIVE!
Clive Barker's Undying.
It's definitely an older game, but I loved the story and it genuinely gave me the creeps at times. :<
"Nosferatu: The Wrath of Malachi". Sure, it's just a horror shooter
with lots of vampire creatures; but it doesn't stop it from being fun.
Silent hill, I barely remember playing for the first time. I saw like a faint monster in the distance sprinting towards me out of the fog. That made me gasp, then I quit.
I'm currently playing Condemned: Criminal Origins. Pretty freaky game with all the eerie noises and scary drug addicts. I even have a let's play of it right now on my channel! Here's the playlist if you've got about 2 hours to waste.
http://www.youtube.com/watch?v=GZAPtMsK4...plpp_video
I can't believe nobody mentioned Vampire: The Masquerade - Bloodlines. That game has some incredibly disturbing moments and is one of the best RPGs in recent years (set in modern times too which is awesome). Too bad it has dicerolling like Morrowind, which means you can shoot someone in the face with a shotgun at point-blank range and get a critical miss. It is an outstanding game though and way underrated. Somebody mentioned Thief 3 and the Shalebridge Cradle which is a great and scary level but Thief: The Dark Project is very scary too and many of the horror levels are more memorable than the Cradle I find.