Silent Hill scared the crap out of me when I was a kid... why the hell my parents actually bought that for me at age 12, I will never know lol. Fatal Frame, already mentioned as well, is another game that had me awake all night with the light on. There are also a lot of indie PC games out there that are pretty scary. You can find various sites that rate their top 10 scariest indie games. Some that I have played and loved were Amnesia the Dark Descent, Eri, and Penumbra: Overture. One thing I did like was their are a lot of mods/stories out for Amnesia that people have done.