My best experience with horror games was Silent Hill 4. Haunted apartament, immortal enemies and ghosts....

especially this one:
https://vignette.wikia.nocookie.net/silent/images/2/20/CynthiaFloat.gif/revision/latest?cb=20150326012742

I had nightmares after playing it, which means this is a pretty good horror game.

Limited inventory, limited saving, immortal enemies you have to run away from (and they continue to chase you throughout the level) made this experience possible

First scary game I ever played was Friday the 13th on NES. Pretty crappy game, but it creeped me out a lot, especially due to the kind of schoolground infamy of the film series.

More modern titles, AVP as the marine and the beginning of Cold Fear comes to mind.

This is what keeps me coming back. Just nice to see this series mentioned, nevermind the the topic. Yay!

As far as the topic, my first choice is Outlast. As mentioned before, relying on a videocamera to see and then hiding until baddies pass is frightening.

Amnesia for the atmosphere. It could be so grim and depressing at times. I loved it.

It's a shame that level is so infamous by now, that is, on account of people who still have to play T3. Going into the cradle for the first time not knowing anything about it, apart from the game's own frightening description of it, was incredible.

All I knew going in was that it was an abandoned orphanage / mental asylum that suffered fire damage at some point, and it was the rumoured hideout of a monsterous hag that ate some of the orphanage's children and have stalked the streets ever since.
I think I literally jumped as I was sneaking down a hallway and suddenly saw a lanky figure run and disappear past a distant counter. This place is supposed to be abandoned, and given its history no-one in their right mind ought to be in here, so who/what the hell was that?? Great, great, great gaming experience :)

Yes, it was the same guy, he's also a talented composer, the music in both games was awesome. From the two games, I used to play Aztec Challenge the most back then, I still enjoy playing it nowadays, I always found Forbidden Forest too hard. :)

I think there was also a Forbidden Forest sequel, but I've never played it.

It occurred to me that Mega Man 2, in the first Wily stage, has a rather scary part.

Toward the end of the stage, the background becomes dark. The ground gives way to platforms, and the platforms get as small as a single block. The screen starts to scroll automatically, and suddenly, a *dragon* appears behind you, destroying the platforms that it touches. (This dragon is the boss of the level, and you don't have much place to stand; only 3 single block platforms, and if you fall, you die.)

By the way, I should point out that the boss of Wily 4 and the final boss are poorly designed in this game; particularly, if you run out of ammo, you can be stuck.