Also, Thief (the original, and some fan missions) scared the living daylights out of me. It doesn't any more, but I was scared shitless when I played Cragscleft, the sword mission and the first Haunted Cathedral mission in particular.
Actually, I confess that Bafford's manor used to have the same effect on me as well.
Oooh shit thats a good one I totally forgot about. Thief has had some REALLY good scary missions, both official and fan made. Most of the undead (especially those goddamn skeleton things that sound like rattling chains when they move, and if they spot you they rush you inhumanly fast, screaming, and waving their big hammers about....GOD I hate those things.) are pretty freaky.
And if you've played Thief 3 (say what you will fanbois, its still pretty good despite the rampant Xboxation), there is one mission thats the king of all scary in that game... the Shalebridge orphanage, better known as
The Cradle. Playing that, at 1 am alone in your room with the lights low and headphone volume up,
will make you shit your pant(ie)s.
That level is bloody terrifying. First time through I was shaking SO bad (especially ascending the stairs to the 'attic') I had to stop at least twice.
It holds a record for me too - on a subsequent playthrough I
actually screamed while in the prison/dorm area - and thats the only time I recall doing so in a game. It was just a perfectly timed coincidence, really. I came to a door leading to another hallway, peeked through the little window to make sure the hall was clear, and then hurredly set about picking the lock. Partway through the lights started flickering, meaning trouble was near. I started getting a little nervous fumbling with this lock, but eventually got the job done. Finished, I stood up again which let me look through the window... and one of those
goddamn creepy chattering electroshock victims was staring right back at me. I swear to god my head touched the roof, I jumped so fucking high... and immediately spun a 180, dove into an adjacent room (just as the door I was picking opened), ran to the darkest corner of the room, hit escape, and damn near fell out of my chair. I had to walk around the house for like five minutes just to calm down, and then check my shorts before I went back to playing.
That was some good shit... and I know it's been said on forums elsewhere, but whomever is responsible for that particular level
deserves a goddamn award. All of em. 'Tis nothing short of amazing.
Anyways, sorry for the ramble but Hammered there managed to jog my memory.