Silent Hill always seemed more creepy than scary, but I've never played it - only watched buddies play.
Doom 3, however, can leave panty stains. F.E.A.R. was hella creepy at times, but nothing compares to one moment in Doom3. Granted I was pretty high at the time, but I haven't been that scared in well over 10 years.
I followed one corridor off the main path, which went around a bend and ended at a door. This is all during a "quiet" stretch of the level so I was in the "ok, a cyberdemon is gonna drop on my head any second here" mode. Anyways I walked up to the door, which wouldn't open. Great, I was freakin out for nothing. Tried to move but realized I was stuck to the floor. Thought the game had crashed, so I turned around.
Slowly, step by step, bloody footprints appeared on the floor walking towards me. I didn't realize it at first, so I was kinda wondering why there was all this loud whispering and stuff. There was no visible body making the footprints so I didn't see them until they were about 3 steps away from me. Looked down, saw the prints, and my heartbeat instantly doubled.
Then whatever was making the footprints 'jumped' at me. Screen went black, sounds stopped.
After half a second, the vision came back... but I hardly noticed. My mouse hand was white from squeezing the bloody thing so hard, and my WASD hand was gripping my armrest like I was holding a 400lb weight on a rope. I couldn't think. My eyes were stuck open, my heartbeat so loud it hurt my throat.
When I regained muscle control, I had to go stand in the kitchen for 10 minutes before I felt comfortable sitting back down to the game.