Portal 2 when GlaDOS is waking up, it fills you with a feeling of "oh crap oh crap oh crap oh crap oh crap!!!"
Playing L4D in expert and being on black & white, 1HP , with your teamates dead, trying to hold on until you can find a respawn point to save them. And then hearing a hunter scream... (or in l4d2, a jockey aproaching, so, so disturbing)
Also, Ocarina of time has some very disturbing momentts, especially when you start making the rounds to get in the shadow temple (what with the screaming zombies and stuff).