Legend of Zelda ocarina of time, redead and dead hand. The levels themselves didn't scare me, but seeing one of those giant hands drop down on terrified me, also those strange worm/mouth things that stole your equipment, it terrified me to see them reaching for me. The first level, the giant spider, the skull spiders I was fine with. Legend of Zelda Majora's mask, every single transformation mask, especially the Zora. The moon was creepy, the mask itself wasn't scary but the arena you fought it in was. Also that giant eye thing was disturbing.
Super Mario 64, the piano, only enemy you couldn't kill.
Banjo Kazooie, those pipe things on the ship. The noise they made when you hit them was creepy, and they couldn't be killed by anything.
I forget the name of the game, but it was co-op, and you fought giant bugs. I am still afraid of bugs. The giant tick monster was the scariest.
The game boy color Lego game, the underground monster. All you had to fight it with was pizza.