I played some horror games in my lifetime as a teenager... oh I so miss that time, everything seemed so free for me... Eh too much to say if I would begin, but here are some games that scared the shit out of me in certain spots, and i don't get scared but very hard: Dino Crisis (this game is very old but has many situations that nearly got my heart out of my chest), Clive Barker's Undying (one of the most influencing games I have ever played, I still remember the feeling I had when playing it... magical), Nosferatu - Wrath of Malachi (this game is the most frightening game I have ever played in my life), Kiss Psycho Circus: The Nightmare Child (this one is not about fear, if u aren't scared by evil clowns that is, but is a very good game, and original story also, loved it so much), Nightmare Creatures (its a hard game to beat as I recall, but definately worth it). Though most of them are old games, they are incredible for me and each one has changed my life in a certain way.

Dead Space is a pretty good sci-fi survival horror game...u should try that.

i havent been able to finish eternal darkness cos i feel so helpless
playing the first resident evil for the first time (it's the remake with updated graphics) it's kinda creepy too, you can't just go in guns blazing with save points scattered around everywhere like resi4... makes me more nervous than anything really.
silent hill 2 was supposed to be the epitome of it's series...
try fatal frame too... i heard that was pretty creepy.
a whole load of 'horror' titles are coming to the wii... ju-on: the grudge, the calling, SH:shattered memories, cursed mountain, fatal frame4 (fan translation)

fear (and it's sequel) are pretty creepy for fps games.

There's no such thing, get used to it.