Funny, plenty of people mentioning Bioshock, but neither of my two freakiest parts -
First, the dentist's office. I tried to get a good youtube clip, but watching it has nothing on playing it. I was playing so carefully, making sure a room was fully clear before picking up goodies. I picked up the tonic, knowing I was safe, I turned back round and BAM there he was, like some grinning homicidal maniac. freaked me out for ages.
And the morgue, with the lights flickering and the splicer going through all the containers to sneak up on you. Freaked me right out!