There have been some freaky moments I've had in gaming... from Clive Barker's Undying to the unsettling dream sequences in Max Payne, but there is one that still sticks out to me.
Doom 3
First playthrough, at night, dark room, EAX enabled 5.1 surround sound. Music disabled.
That sets the mood enough. The entire situation is unsettling, if you've played it. You get to the Mars base and it is completely empty. The early part of the game plays out very well story wise, hiding what has happened to the workers. You find out there is another guy on the base and you have to go find him. For the most part, you don't really run into any monsters until you meet this guy. There might be one, but I don't remember. You go through the corridor and everything is dark. When the game came out, you could either use flashlight or your gun. You need the flashlight to see. Spooky sounds everywhere and you know some monster is going to jump out at you at any moment.
You come up to a turn in the corridor, you hear something around the bend. You turn off the flashlight and get out your gun. Turn the corner real fast and BOOM!
You killed the scientist.