I've never played a game that scared me all the way through. I haven't ever played a Silent Hill game or a Fatal Frame game (although I really want to ). I love horror games, but since I only owned a Gamecube last-gen, they were hard to come by. Resident Evil 4 did have it's tense moments, and I actually turned off Eternal Darkness one time because I didn't want to keep being so scared.
When I was little, I couldn't play Myst for too long, because I would get scared. I also used to be really scared of Turok 2 on the N64, but after a while, I got over that fear.
Add me on Xbox Live: TopCat8