I probably sound like a poser by saying this, but I don't think there really are games that genuinely scare me. At least so far. The day games really can not be distinguished from life-like scenes anymore will be the day I might get scared by virtual reality... but somehow I believe the keyboard on my desk will always give away that it's not real.

Games that did a very good job at trying to scare me are Condemned:Criminal Origin and the Thief series. By far the scariest games I've ever played.

F.E.A.R was pretty intense too because of the appearing girl and anomalies whilst playing. Great stuff, but not really all that scary, because most of it was done before in horror movies.

I think the Thief series did a very good job of providing a convincing constant tension of getting caught. Fighting off guards generally isn't very easy, so you'd want to avoid that at all cost. The fear of getting caught really makes this a great game.

Condemned: Criminal Origin guides the player through a story line that you don't really want to follow through somehow, but you continue anyways. In this game enemies are generally pretty strong too and as far as graphics go, it's pretty realistic. The story makes you want to find out what the hell is going on, but it's also a bit scary to progress. Great stuff.

Bioshock should be a scary game because of it's disturbing setting, but a lot of times it isn't quite all that scary. The regeneration makes it pointless to care much about dying in that game, the fear of getting killed is not big. Except from the annoyance of having to start over, there's no feeling of weakness contrary to the Thief games or Condemned. I do agree that certain scenes are pretty disturbing though and make you feel uncomfortable,

Cheers