QFT.  I'd say it has to do with the interactivity.  Even with the proper atmosphere (lights off, big screen, surround sound) watching a movie is still more limited with how you interact with it.  In a game since you control the characters and the scares come up responding to your actions it seems far easier to scare you. 

I remember Doom 3 freaked me out the first time I played it.  Lights off, surround headphones on, very freaky at the beginning of the game.

Alone in the Dark: The New Nightmare on DC wasn't scary per se as much as some other survival horror games are but when you play as Aline and can't fire a gun back and you know you have to run the atmosphere does become more tense as you genuinely try to run from enemies. 

then again.....

anyone ever played ROBOTICA for sega saturn.

all robots but,......u just had that feeling that u were alone 

Man, I hated Doom 3. I'm all about a good atmosphere in a game and the dark rooms do kind of freak me out, but when they base their entire game on flashing lights and pitch black rooms with guys at every corner, it became a frustrating experience. I haven't gotten very far in it for that reason and there is no way I'd ever play it without at least a flashlight mod.

Scariest level: Silent Hill 2's underground jail. The whole level creeped me out because I couldn't see what was ahead! Also, in one of the cells was this invisible monster and I took some time to know where it was, so every time I heard it, I ran like a pansy.

Scariest entity: Probably that strange two headed-baby thing on SH2.

The Resident Evil series just gives me the chills and some scary vibe.

I sometimes get scared picking up the controller and playing the game. Same can be said for Metal Gear Solid series. This series involves a lot of sneaking around and timing the right chance to take out the enemy.

 Oh HELL yes. This was the exact thing that first sprang to my mind. I must have crept through the whole god damn level because I was certain I was gonna get jumped by something. I swore to myself I would NOT get freaked out, it's just a game, but I still ended up nearly having a heart attack when the one door started banging. You know which one I mean.

It wouldn't have been so bad, except for the level a while before that with all the zombies. I KNEW there could be dead stuff there, but I had no idea what to expect. For the first time through it was perfect. Now that I know what to expect, it wouldn't even be half as scary though. 

Oh I have a good Silent Hill one,

In a locker room (school?) in the normal fog world, there is something thrashing in a locker and you open it up to find a cat. Later in the 'nightmare' version, there is something thrashing around in the same locker and there is blood coming out the bottom of the locker as well. However, you open the locker up to find.... nothing. So, shrugging it off, I started to walk away when all of a sudden *BAM* a dead body flies out of another locker onto the ground.

Condemned, I haven't gotten far in the game but it's definitely the one I've found the scariest. Another would be the hospital level in Silent Hill 1, it just creeped me out but the rest of the game didn't really bother me.

Haha, I remember that one.

Also, remember the honking cars? And the things that rushed from under them? That was amazing :)

I have to go with the dogs jumping through the window in Resident Evil 1. I've never seen a game make so many people jump.