I have mentioned this game before. A game by the title of Snatcher. If you do not know what Snatcher is, Snatcher is a adventure game created by Hideo Kojima (creator of the Metal Gear series) and holy ****, it is pretty creepy. I do not know if it is the dark graphics, the eerie criminal music or what. It all begins in the first act, as soon as you stand outside an abandoned factory, you feel a bit cold. And then that **** pterodactyl screech, holy ****. I reviewed this game before https://www.youtube.com/watch?v=OeYHXUPBjJc
I've never been much of a horror gamer so I can't list the obvious titles like Amnesia or Silent Hill. Fallout 3 was honestly kind of disturbing for me though when I first played through it just for the sheer amount of violence and bleak environments you're put through as you explore the Capital Wasteland. Exploring an old vault and discovering through voice recordings how the inhabitants ended up being murdered or used as experiments was rather disturbing indeed.
Well if we're gonna count glitches as creepy moments we might as well include every frigging Bethesda game. My favorite moment was when I killed a dragon, leaving nothing but its skeleton, and it promptly took off again and started gliding around. Also, the headbanging Feral Ghoul Reavers in Fallout 3:
In terms of games I've played but haven't beaten, the original X-COM deserves to go on that list. Lots of dark/sinister moments, creepy aliens and gruesome deaths.
i played a goldsource mod called afraid of monsters where the enemy they used to replace zombies had a pretty **** up bone structure and moved at twice the speed of your character. it's head was animated to bob wildly around. the game was pretty dark and they'd scream when they noticed you and then shoot out of the dark. they also did an insane amount of damage.