This is gonna sound dated, but for me it was the opening play through of the first Silent Hill. Keep in mind that I was 11 when I first played it (borrowed it from a friend), and it was maybe a year after it was originally released (so the graphics were just kinda shitty instead of mostly shitty).
Anyway: Opening cutscene, daughter is missing, snowing, surrounded by fog, yadda yadda given control. After I get used to the controls, I begin the process of exploring the town. My only gaming experience up to this point was classic Nintendo, arcade games, and point and click adventure games, so this exploration thing is new to me. I hear a dog barking in the background and a nearby gate swing shut, so naturally I open it and follow it into an alleyway right? Camera perspectives get a little wonky from here on out and shift drastically when I round corners, but the alleyway is surprisingly well lit (despite the fog) so I move on forward through a chain link gate. I hear the faint call of an air raid siren in the distance as night starts to fall on me. Luckily, my character seems to have a lighter on him so the screen isn't completely dark. As I move through the alleyway, the camera draws nearer and... is it my imagination or does the alleyway seem narrower than before? Only sound aside from the siren seems to be my footsteps. A few rounded corners later I pick up the squeak of a wheel turning, and sure enough I pass by a rusty wheelchair turned on its side. Odd. Pass by it as the squeak follows me around the next corner before fading away, what used to be falling snow has suddenly turned into a light drizzle. A few steps later and I'm face to face with a bloodstained hospital gurney over a pool of blood. This shouldn't be out here... flies are swarming the gurney, so I step around it and pass along a high chain linked fence topped with barbwire. Area seems to get darker now and the siren is getting louder, must be nearing its source. Traded the alleyway for a passage made entirely of the chain linked fence, the blood pools from before are growing more frequent. Blood also appears to be splattered on the fence walls too. The fence passage twists and turns in on itself, it appears as if I'm heading towards the center of a maze of fences. Even as the siren grows louder, I can still hear the resounding sound of my footsteps. Every corner of the fence maze I round, the camera turns violently and drunkenly so that it always faces me and not my destination. Passages become shorter and bloodier as I near the center, I hurry forward despite myself. Round the final corner, heart is racing to match the tempo of my clattering footsteps. Camera arrests my attention for a moment as it centers on the scene before me. A bloodied figure lies strung up a fence and suspended off the ground in a tangle of barbed wire. There's something definitely wrong with this town and I'm not sticking around to find out, daughter or no daughter. I turn to leave and...
Well, if you've played the game you know what happens next. Doesn't even seize control from you like modern games tend to do. "We know you're too stupid to point your camera at this specific spot at this specific moment for a jump scare, so we'll do it for you while the camera zooms in on this brightly lit hellspawn! Are you scared yet?!"
Edit: Oh, and I suppose Amnesia the Dark Descent. Great atmospheric pacing up to the point you first meet your stalker. Made me afraid to round corners or go through open passageways even when it hadn't shown itself yet.
Anyway: Opening cutscene, daughter is missing, snowing, surrounded by fog, yadda yadda given control. After I get used to the controls, I begin the process of exploring the town. My only gaming experience up to this point was classic Nintendo, arcade games, and point and click adventure games, so this exploration thing is new to me. I hear a dog barking in the background and a nearby gate swing shut, so naturally I open it and follow it into an alleyway right? Camera perspectives get a little wonky from here on out and shift drastically when I round corners, but the alleyway is surprisingly well lit (despite the fog) so I move on forward through a chain link gate. I hear the faint call of an air raid siren in the distance as night starts to fall on me. Luckily, my character seems to have a lighter on him so the screen isn't completely dark. As I move through the alleyway, the camera draws nearer and... is it my imagination or does the alleyway seem narrower than before? Only sound aside from the siren seems to be my footsteps. A few rounded corners later I pick up the squeak of a wheel turning, and sure enough I pass by a rusty wheelchair turned on its side. Odd. Pass by it as the squeak follows me around the next corner before fading away, what used to be falling snow has suddenly turned into a light drizzle. A few steps later and I'm face to face with a bloodstained hospital gurney over a pool of blood. This shouldn't be out here... flies are swarming the gurney, so I step around it and pass along a high chain linked fence topped with barbwire. Area seems to get darker now and the siren is getting louder, must be nearing its source. Traded the alleyway for a passage made entirely of the chain linked fence, the blood pools from before are growing more frequent. Blood also appears to be splattered on the fence walls too. The fence passage twists and turns in on itself, it appears as if I'm heading towards the center of a maze of fences. Even as the siren grows louder, I can still hear the resounding sound of my footsteps. Every corner of the fence maze I round, the camera turns violently and drunkenly so that it always faces me and not my destination. Passages become shorter and bloodier as I near the center, I hurry forward despite myself. Round the final corner, heart is racing to match the tempo of my clattering footsteps. Camera arrests my attention for a moment as it centers on the scene before me. A bloodied figure lies strung up a fence and suspended off the ground in a tangle of barbed wire. There's something definitely wrong with this town and I'm not sticking around to find out, daughter or no daughter. I turn to leave and...
Well, if you've played the game you know what happens next. Doesn't even seize control from you like modern games tend to do. "We know you're too stupid to point your camera at this specific spot at this specific moment for a jump scare, so we'll do it for you while the camera zooms in on this brightly lit hellspawn! Are you scared yet?!"
Edit: Oh, and I suppose Amnesia the Dark Descent. Great atmospheric pacing up to the point you first meet your stalker. Made me afraid to round corners or go through open passageways even when it hadn't shown itself yet.