GTA V isn't near as eerie as RDR, but the underwater areas, especially deep underwater areas are definitely a little creepy.
Yeah, doing anything in the submarine at night is terrifying. I remember one time, it got so dark that I couldn't tell where I was and if I was going upwards or downwards. When I checked the map in the pause menu, I was almost near the edge of the map and freaked out because I thought for sure I was going to die or get crushed.
Yesterday I was playing the heist mission where at the end the guy (Devin?) introduces Michael to Solomon the director. Wanted Devin's car really bad but you can't break in or shoot out the window? So I blew it up with a grenade, got a 2 star wanted level, killed some cops for a 3 star level, then ran down the mountain hiding in bushes until I finally escaped the wanted level after 5 minutes. Then a cougar mauled me to death after all that. So mad.