The Hunter from Dead Space and the Ubermorph from the sequel (same thing, really). It doesn't matter how much heavy ordinance you have, it's not gonna do much more than slow those fuckers down, which makes them the one thing in both games that brings them into actual "survival horror" territory outside of putting the games on their hardest difficulty settings. Also, while in-game they're not that scary, the whole concept of the Markers scares the shit out of me, just because I know they'd probably break me long before any necromorphs showed up.
Also, the dog monsters from Resident Evil 4 really freaked me out, especially since the first time you met them is right after that fight with the giant where you get some help from a certain friendly canine if you freed it from a trap earlier. Basically, my whole thought process upon seeing the monster dogs in the distance was "hey, is that the dog that just helped me waiting to greet me? Wait, what's wrong with his hea- OHMYGODFUCKGETITOFFME!!!" And then there was a second one [http://tvtropes.org/pmwiki/pmwiki.php/Main/ItGotWorse], so, yeah. D: