Not sure about real life, But Simon's Quest scared me the most.
Next in line for me would be Bloodlines.
Simons Quest does do the creepy really well. The people lying to you is a gemplay flaw, but it does get that "Lie and serve yourself" attitude that a lot of people around those time periods seemed to have (something we still have but you get the idea
), and approaching Castlevania has a great buildup... Not to mention getting sucked up by a tornato XD
Bloodlines has a lot of mind fuckery, especially in the final stage. The horror in the game was also really well done