There are quite a few, some of which don't hold up now that we've all become super jaded to most of the industry's tricks I would imagine. I'm also gonna break it down into a list or I'm going to ramble more than I usually do (Now that is a frightening thought...)
- Resident Evil (PS1 Version) - This isn't to mock the gamecube version of the first RE game, that is a classic all on it's own, but I mention the PSX version instead because it was the first RE for a lot of us. The classics are all there. The dogs through the hallway windows, Forest getting up after you find him pecked to death on the balcony and so many more. It's atmosphere may have been a little off to most people, but when it set out to make me jump; it usually did.
- Clock Tower - Yep, Clock Tower. I make no apologies for this entry: Dude with huge shears chasing you through a tower? Seems pretty damn creepy to me. Having played it recently though? Those controls are garbage. Total, utter, trash. Seriously, look at that controller and tell me it looks fun to use. You can't and it isn't! Anyway - I should also admit that the concept probably scared me more than the actual game did.
- Dead Space 2 - While I enjoyed the first one a great deal, DS2 is where it's at. You take a protagonist who is showing serious signs of trauma from his past experiences, and force him back into a world that seemingly only he knows but can't control. It gets heavy handed at times and that last boss is tragically dumb, but it built a great atmosphere for me. An almost perfect mix of playing as a powerful character in a world that is equally dangerous.
- Silent Hill - The first and the only one that matters in my mind, SH1 was (and still is) a great game. We all probably know by now that the fog was more a graphical power thing than purely for atmosphere but damn did it work on me. Couple that with the sudden screech from the radio as you got close to someone and it was pure, terrifying, gaming magic to me. I'm sure it doesn't hold up now to certain peeps, but man was it a blast for me to play.
- The 7th Guest - Sure, it's an adventure game, but it had a great atmosphere and, as you probably noticed, that means a lot to me. Honestly, since I played it over a friends house at the time, I barely remember it now, but the game certainly freaked me out enough to remember it.
- Clive Barker's Undying - It didn't run well from what I recall, but those that title alone screamed scary to me. It was really just story driven tale of ghostly violence, but it had the right feeling to it all the same.
I'm sure I'm forgetting some but that's really all I have right now. Maybe the rest are hidden deep so I don't dredge up nightmares? Or maybe I'm just getting old...anyway, fun topic, thanks for starting it!