I'll tell you what makes every quest scary. Download the Realistic Lighting Without Post-Processing mod from Skyrim Nexus. Holy crap, dungeons are so dark they're incredibly difficult to navigate sometimes. It certainly adds a new strategy to the game.
The only time I've really been scared because of game was when I played Thief. After getting caught by a guard, I heard him swing his sword and I ducked in panic IRL. Embarrassing, but true.
The abandoned house in Markarth had some scariness to it I thought. Although this was actually one of my first experiences in skyrim so that could have had something to do with it. Frostflow, as others have mentioned, would be the other.
*Also, DID playstyle increases the "scary" factor in just about everything.
More creepy than scary really; but the abandoned house in Markarth, Frostglow Lighthouse, Shroud Hearth Barrow, and the Dawnstar Sanctuary during the "Cure for Madness" quest.
More creepy than scary really; but the abandoned house in Markarth, Frostglow Lighthouse, Shroud Hearth Barrow, and the Dawnstar Sanctuary during the "Cure for Madness" quest.
Sightless Pit, Frostfllow Lighthouse, the dark corners in Alftand. Blackreach was more awe inspiring, maybe a bit scary when you got jumped by Falmers in the darkness. lol