Scariest game I ever played: Nocturne. A very little known PC game from 1999. I've never seen a game that perfectly oozes horror atmosphere and is genuinely scary to the degree that game is.
Silent Hill 2 was scary but I ran out of freakin' ammo killing the ceiling boss and wasn't able to advance once I got to the next level due to having no ammo at all. So not sure if the whole game holds up as well as the parts up until the ceiling boss do.
I didn't find Doom 3 or FEAR to be scary at all. They were way too repetitive (both in terms of monsters, and environments) to be scary past a few hours into the game.
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