Well the first Condemned was pretty creepy for me, how some of the enemies looked and the sound of some of the guys running around and not knowing when they would pop out. Some of the quests in Oblivion were sorta creepy I guess, its more of the enemies that were there.. like the wraiths..
That level from Thief.. My friend was the one playing it and man..
And Resident Evil (REmake) that was a game I couldn't play. I beat Zero, 2, Code Veronica, 4, and Outbreak.. But for some reason that one crept (Lol I typed creeped first.. then found out that's not a word) me out.
RE: Code Veronica creeped me out when I played it for the very first time, Doom 3 was kinda creepy first time through, the second half of Bloodrayne was pretty creepy but nothing has sent chills down my spine more than Silent Hill 2.