Personally System Shock Enhanced was the first truly scary game I ever played. In my early teens, late at night, lights off, sound up with headphones. Have experienced nothing like it since.
Picked it up from a car boot sale some years after it originally came out… 1997 I think. Everyone was talking about Doom and although System Shock enjoyed positive reviews it lacked the publicity and praise it really deserved. Sadly it doesn’t have the same effect on me now but I’ll never forget my first play through!
System Shock 2 doesn't scare me. But I do find it creepy and very atmospheric. Need to try this Amnesia: The Dark Descent game everyone has been talking about!