The in-game intro to Outcast takes the first spot for me, definately.
A close second place goes to Jon Irenicus and his "Do you even know who I am?" moment as you escape the (first) dungeon in BG2.
And for third place, the entire "Escape" mission from Operation Flashpoint where you are all alone against an entire russian army and have to get off the island. The pure fear that mission invoked is something I have never, ever come across in another FPS.