PS1
Doom -so atmospheric, creepy and evil
Riven -weird, just weird. I'm on this world, no idea how it all works, no idea what I'm supposed to be doing...sucked me in...
Silent Hill -creepy & downright eerie
PC
UT - consumed my life for years (instagib DM)
Severance: Blade of Darkness -some levels were truly beautiful. Hard as hell too. Could chop enemies limbs off and hit 'em with the soggy end.
Dark Messiah Might & Magic - stumbling though some catacombs hearing goblins talking amongst themselves about the funniest things, kicking enemies onto spikes or off impossibly high precipices. Spiders, ugh.
Return to Castle Wolfenstein - creepy & sometimes downright terrifying
Kingpin: Life of Crime -gritty, unpleasant, Cyprus Hill
System Shock 2 -extremely atmospheric. An all time classic.