Quake 1 scared the s$@% out of me when I first played it (1997). The Eviscerator (edit: actually called the Fiend) was the enemy that caused the scare factor to go off the scale. I also think that this game was so scary for me because it was the first FPS in full polygon 3D, and it was in a scary and creepy setting.
"The Wii board - where some people go to be trolls, and others go to be trolled." (LimblessQuasar 2011) Playing New Vegas: The dialogue is fantastic!
My friend showed me this endless stairs game last time I was at his house. I don't know that I would call it scary, necessarily, but it's definitely suspenseful. Then again, we lost not too horribly far down the stairs, so it could get worse. Plus I would think playing it alone at night could definitely induce some heart rate problems.