It's weird, I was able to play Resident Evil, Silent Hill, Fatal Frame, all those Japanese tank control games at a young age. It always frightened me, but it wasn't until this generation did I really become scared.
Amnesia took me months to complete. I remember the first time I ever played it, I nearly flipped my computer desk. I immediately turned it off, and had to leave the lights on for the night. I wasn't a kid anymore, how any game did this to me really stuck with me.
Outlast came close, but after the first hour I grew to understand how everything worked, and easily got through it. It had real promise. It has all the jump scares needed, but that's not enough. The awful ending didn't help, either.
It's the feeling of being helpless, with no combat whatsoever. You have to hide, and even then they could find you.
So yeah, probably Amnesia. The water section, the infamous water section. God fucking damn that level.