The original Descent game. For some reason, all of the reactors scared me, I had to have my dad do those levels. I tried to go back and play it again a while ago, but apparently their delay commands didn't work so well. Running a DOS game that uses loop based delays designed for something like a 400 mhz processor on a 2 ghz processor is a bit... fast.
The spider in Sim Ant, for some reason. Whenever it killed you, this giant spider head popped up on your screen, which scared the crap out of me.
I never got the guts to release the first monster in Penumbra. I had to use a guide to get past one of the first puzzles and couldn't bring myself to do it.
Left 4 Dead isn't normally scary, but the first time I hooked my laptop up to the surround sound I'm going to use on my desktop was interesting. There was a boomer somewhere, I never found him, but I could hear that gurgling in high definition sound. Then there was the time one of my teammates startled the witch in surround sound, which made me jump out of my skin. Or the time the AI shot up one of the cars with an alarm. 80 zombies moaning at once gave me nightmares.
The original Half Life had several moments. To this day, every time I have to go around a corner or under a light/open vent in any game, I circle it with my weapon drawn. Damn headcrabs. Then there were the barnacles. The first time you see them, you have no explanation about what they were. After killing the acid spitting alien (whatever happened to them in Half Life 2 I wonder) you jump down into the water. I wanted to get out, so I grabbed the nearest "rope". It was a little confusing, why am I autocli... OHMYGODIT'SATONGUE!!! I freaked out and bashed the thing with my crowbar, which for some reason killed it. To this day, I always kill barnacles first (with the exception of that one barnacle in Half Life that eats like half the marines that go after you).
Ravenholm. Nuff said. Actually, the worst was that giant open area you have to go through that's full of poison headcrab throwers and the zombies and such respawn. The worst part was I got lost, so I thought I was going through a really freakin HUGE area with no ammo and limited items for the grav gun. I almost cried when I lost the cinderblock I was using. Then there's the first time you meet the super headcrab zombie. The first time I saw him, I fired a barrel at him and turned away (if you haven't played Half Life 2, anything Gordon sized or smaller can be pretty much one shot with the grav gun and something bigger than a breadbox). Turns out, they're a little tougher than that. Also, when you have to wait for Father Grigorii to send the cart for you, I didn't realize you could ambush the climbing super zombies. I would wait for them to reach the roof instead of shooting down at them with the shotgun or revolver. Every time the drainpipe ticked, I freaked out.
(It was also ironic, in the Zombie Island of Dr Ned, Ned jokingly says "Oh, come on. It's not like this is the first time you've had to fight off a swarm of zombies while you waited for an old man to hand crank an elevator." I had to agree with him, and because I hadn't figured out to ambush the super headcrab zombies yet it wasn't even the worst battle, though Ned was kind of annoying, while Grigorii was a badass).