Currently Online 
For me personally?
Sakura Haibara in Fatal Frame 4.
She's unique in that while she's terrifying, her character almost entirely sympathetic. She's not evil or sadistic, or cruel, she's simply a tortured soul who wreaks slaughter because simply to look at her is fatal. Her backstory is quite sad; she's suffering from a disease that's basically a supernatural stand-in for Alzheimers, and is losing her memories and with them her very identity. She volunteers to be part of a ceremony designed to lift the curse, but when it fails she is turned into a walking deliverer of death who wanders the island until nobody is left alive.
The times you encounter her in the game are absolutely blood-curdling, as the screen turns black and white with Sakura little more than a dark shape surrounding by burning white fires, the soundtrack filled with eerie keening.
No other video game character has made me lose a night of sleep.
