I love scary things, heck I make up scary stories with friends during halloween.
Theres a difference between "Scary" and "Scaring" now when I watch something like Resident Evil or Dark Messiah of Might and Magic I'm not scared. Games where theres massive amounts of gore like Age of Conan, Gears of War, etc. that may be scarring to people.
I've seen things that are truly scary, I work with my local Paranormal Investigative group called CAPS (not to be confused TAPS) I've seen strange black masses and unexplained lights. I've heard EVPs that chill me to the bone, I've seen object hurled about. Nothing in any game remotely compares to that, sorry. Some people are more impressionable than other is my call. Good topic though.