System Shock 2
VTM:B
Silent Hill
Thief: Deadly Shadows
Pretty much the same memories as you guys. System Shock 2 was just brilliant, and brough out true emotion in me, of fear, anger, disoriantation and hopelessnes, no other game has done so to that effect. I still have nightmares about those fucking cyborg midwifes, with their clanking hooves...
Silent Hill was terrifying when i was younger. I liked the actual lack of enemies, and anticipation of what was actually their. The lack of something is a lot more scary then a large amount of it (which is why doom 3 sucked).
VTM:B was a very good game in general, but one of it's strongest points was the idea of pure horror in a densely packed urban enviroment. I must admit that after my first play through of ocean house, i now just NoClip it. Grout's mansion was great story wise, and for the psychological element. Even though nothing their was a challenge physically, i still found it really hard to make progress with those gibbering leather clad psychos running about.
Thief 3 was just great for atmospheric horror. I wont get into the most obvious cradle section, but i would prefer to mention the segment of boarding that infested boat, and then the overlook mansion. Overlook was just great. Faded memories and dipression of a lunatic, yearning for her husband. The whole house was atmospheric, seeming to be in mourning.