I share a few with others on here. I never got too freaked out, but some made me jump and and others I couldn't play alone.
Super Mario 64: The piano would make me jump every time. I would run past it as fast as possible. When I had to get the red coin...I did it but certainly didn't like it.
Glover: Opening Scene
Banjo-Kazooie: The witch freaked me out, as soon as you enter the cave and she laughs...
RE2: I actually didn't like ceiling fans on in a room by myself. I connected it with zombies, thought they were gonna come get me because the ceiling fan was on...
Super Smash Bros: When you lost and turned into a doll.
RE3: Not Nemesis actually. The dogs in the fire, and Brad. The way he talked about doom, freaked me out.