"Your dungeon heart is being attacked!"
"Look at you, hhHHacker"
The shuffle of a zombie shambling across the carpet unseen around the corner in Resident Evil.
The sound of a tripwire being tripped in Fallout 3
Any instance of incidental music in Left 4 Dead
Basically any noise, even just the simple hiss of a pipe, in System Shock 2
The breathy sound of a Barnacle when you accidentally get latched on to one in Half-Life
The two-tone 5-second siren noise as Sonic begins to run out of oxygen.
The motion tracker pipping in Alien vs. Predator
The crescendoing alarm as a red or blue shell is locked on to your Kart in Mario Kart: Double Dash!! (or is it Mario Kart Wii?)
The scratchy sound of the spider as it creeps your way in LIMBO
The rhythmic clanking of drainpipes as you wait on the Ravenholm rooftops for the fast headcrab zombies to appear in Half-Life 2
*fsssssssss*
Any game that involves dogs/wolves running at you. You always hear the pad-pad-pad sound of their paws on the ground, combined with the heavy panting, long before you see the actual creatures (which naturally pounce on you the moment between spotting them and reacting with your trigger finger).