Scariest games I've played were Silent Hill 2 and ETERNAL DARKNESS:Sanity's Requiem.
That game doesn't just scare you, it ****s with you.
"Your memory card has been corrupted"
*the volume on your TV goes down*
*YOUR GAME SCREEN TURNS OFF*
*They invert controls at random times*
All while your "Sanity Meter" in the game drains the longer you play, eventually turning your character into a whimpering,babbling mess.