Fatal Frame for me. The original one. The others greatly reduce the scariness by giving an unlimited (but ungodly weak) emergency film. Not to mention my playthrough of Crimson Butterfly gave me far too much film.
Silent Hill
Pryamid head rapping that manakin <-(srry if spelled wrong) then he turns around with a butcher knife and walks slowly at you. That whats fear is.
Amensia
I lost my insanity as well when i was playing the game.
Noises was everywhere and the darkness swallowed me whole......
I played a demo when I was like 10 that scared the hell out of me I wasn't even playing I was watching my brother play.. can't remember the name of the game now though