I'll second the recommendations for Amnesia. Be sure to bring spare changes of pants for that one.

Silent Hill 1 and 3 I found pretty scary, too. (Haven't played more than the first 15 minutes or so of SH4, so can't give a good recommendation there. And as I've said in similar threads, I don't find SH2 scary so much as it is deeply unsettling and disturbing. SH1 and 3 are much more conventionally "scary." Still, if you're going for SH, you owe it to yourself to play SH2, too. Maybe you'll find it scarier than I did, and if nothing else, it's one of my favorite games of all time and probably the best in the series.)
If you've got Half-Life 2: Episode 2 installed, OP, I would definitely recommend http://nh2.wecreatestuff.com/. It owes quite a few things to Condemned: Criminal Origins (a very memorable mannequin sequence, for instance), but it's hands down one of the scariest games/mods I've ever played. Just as scary as Amnesia, if not moreso. :cold: (Despite the name, there's no Nightmare House 1 you need to go hunting for. It's bundled into the mod as a prologue.)