Title says it all. For me personally, I would have to say either S.O.M.A or Amnesia: White Night. Both got to me on a physiological level and when I finished both I had to sit there and question everything.
Edit: Seeing alot of PT, it's a shame it got cancelled because there was so much potential. And the spiritual successor to it Allison road, which also got shut down
-
Facing Andross on Starfox64 and Bowser in Super Mario 64 made me feel fear for the first time in video games. Facing the flood in Halo was horrifying. Some moments in the Bioshock franchise made me feel afraid. Metro 2033 was probably the best when it came to some horror elements, it had such a great atmosphere. I plan on playing Dead Space 1-3 this summer. The first series of actual horror games for me. I'm really excited!