The Dink Network

Without a doubt, System Shock 2. That game was just plain creepy. The weird worm zombies who roamed the coridors babbling mindlessly about the "Song of the Many". The suicidal protical droids "H-h-here, let me help you with that, sir." BOOM! The crawling biomass that filled the ship. The nurses who have been butchered and cybernetically refitted to take care of the alien eggs, the look of terror still frozen on their faces as they relentlessly attack you. And of course, there's SHODAN, who is scary enough on her own.

I could probably go on for pages about all the little touches this game used to build such a great element of fear.