I actually have a few.
Necromorphs from Dead Space/2: They will not stop until they are nothing but a stump, that my friends is a true zombie. Specifically the Regenerator...that's just freaky because you know that you can beat it and it is right behind you.
Water Lurkers from Amnesia The Dark Descent: Any enemy from this game could count but these ones particularly, you hear their footsteps and maybe see the water rising and your blood starts pumping like never before. These things and invisible and in the demo I was on a box watching the footsteps...this thing...this Cosmic Horror was right in front of me and I wouldn't even know it. The worst part was when you had to get in the water and open the gate.
Librarians from Metro 2033: Thankfully you can see these ones, but unfortunately they are damn near invincible and will do A LOT of damage in one hit. The specific point at which it gets adrenalin-inducing is when you're running through the library with Librarians popping out from everywhere, either that or when I had to try and sneak passed the sleeping ones.
Dr. Salvador from Resident Evil 4: I'm not gonna lie, up until the castle Resident Evil 4 was terrifying. I remember actually turning it off without saving the first few times because I couldn't bear to think what was maybe in those shacks on the forest trail, I have since gotten used to horror games. Dr. Salvador, I knew of him before I actually played RE4 (it took a long time to track down a copy) and when I heard that chainsaw motor I lost my shit, he's a damn bullet sponge! Scariest encounter is probably fighting him and then running out of ammo...
Last but definitely not least...
Big Daddies from BioShock/2: These aren't the usual picks for horrifying monstrosity, we know they're human and they're like a father hence the name. But the first few times you encounter a Big Daddy (and almost every time after you get used to them) you know that you are going to have to either come up with a brilliant game plan or think extremely quickly, they may look slow but once you attack them, shit will go down...the scariest encounter is every single time because it's such a carnage-filled brawl, but I'd have to say being low on ammo then encountering one sucks.
Sorry for my novel of a post.