These are just what I think are the scariest moments in gaming.
Bioshock: to start off the list is the entrance of Sander Cohen.
His entrance is grand, insane, and very very weird. With a spotlight trained on him, and fireworks and confetti shooting off, he desents a grand stair case, just after killing a man and an innocent piano(not so sure about the man thou).
Next it this creepy monster, that can grab you from almost full length of a room.
The first time you see one is in a cutscene that shows it slowly walking to find you. It makes an awful noise that alerts you, but just because its slow does not mean it is easy to kill. Don't get to close and watch out of its spikes that it makes from its body.
Modern Warfare 2. Not this is not a very scary moment, but it is up there in shock. The airport mission is full of shock, but your given fair warning before it. Seeing the capital in ruins with men dying all over the place is sad and horrifying. It may not scare you, but it sure as hell makes you pissed once you get passed all the shock and surprise of seeing the city.
More to come in a few days.