I would have to go with Bioshock. I played that game in the middle of the night. There is just something wrong with genetically mutated people wandering around a broken, leaky, underwater city, singing crazy songs while holding single action army revolver along with a psycho holding a box of homemade explosives.
Then again F.E.A.R 1 & 2 seem a lot more scarier, but the setting makes it not so scary. Rapture is the true distopia along with some messed up stuff going on, and in both FEAR games, the scenery doesn't contribute to the scariness.
Now a game that incorporates both is Dead Space, that is one freaky, messed up game. You don't have a gun, rather some kind of saw... and the point of the game is to cut up the alien zombie virus-born mutants. Its all in the cut, if you do it wrong, they will rip your brain out and put a slimy slug thing where it once was to have it slowly takeover you body from the inside! This is a game you do not want to play at night.
