Most underground metro tunnels/sewers in Fallout 3. (They're dark, they're monotonous, and goddamn mole rats. They're like the second-weakest enemy in the game bar Radroaches, but they repulse me on a basic human level. Blegh.) I'd also say Ravenholm, but not because it was particularly scary or anything, I just found it kind of an unpleasant level to get through. Headcrabs jumping out everywhere, wasting precious ammo on fast zombies getting all up in Gordon's business, bit of a maze of buildings and alleyways and streets at one point. Bloody good considering it was never trying to be a horror game, though.
Also, does anybody remember that flooded basement with the plaster Splicers in BioShock? You'd pan the camera, and the mannequins you'd just walked past would be Splicers frozen in ballet poses. They'd move closer and closer each time you turned away. That is a place I hate.
