All of the
Silent Hill games

 Everything is just so creepy...
Probably the first
Two Resident
Evil games. Three was scary, but not as scary as those, in my opinion, and four and five were pretty much just
Action games.
This was awfully scary

I haven't played it in a while, but you're an inmate in this prison and there are
Monsters running around everywhere. The atmosphere and ambiance were just really eerie. Fun game though.