call of cthulhu - the whole atmosphere of the game freaks you out, and any game thats begins with the main character hanging themself for no apparent reason really sets the tone of the game, then theres the tutorial that may not ever have happened
Eternal darkness Sanity's requiem - the game sends you mad seriously you start to doubt your self, the game extends beyond the screen, theres a sanity system it begins with mysterious sounds of enemies about, then you might find yourself walking into a room that doesnt exsist or walking out one door and back into the same room again, you might walk through a door and find there is nothing the other side. as it carries on it gets worse, think you TV turning on an off your gamecube turning on and off, disc errors controller errors, memory card problems, even the memory card deleting all you data, blood soaked rooms, phantom children and many more sanity effects, the game makes you doubt yourself so much. Then theres some amazing storries there that all link together along with a few good shocks along the way.
Fear 2, ive only played the demo but being attacked randomly by ghosts is damn freaky, then theres the fact you never know if its a harmful ghost or one that will help you somehow