Dead Space was the most recent one that did it for me. Even after the jump scares stopped being game mechanics (it's a gameplay mechanic after-all. I didn't expect it to attempt to emulate real life) they didn't bother me, and I still adored the sound and atmosphere. So much that I had to play the game in the dark with surround sound on to get the full effect. I loved it

Eternal Darkness was a really good one, but was more of a mental wtf rather than a scary wtf. Loved the Lovecraftian style to it though

Only Silent Hill I ever played was 3, and it was not that good. Kinda creepy. But not really scary

And Resident Evil has never done anything for me in the fear factor. Which is why people appreciate it's tank controls, to make you feel more trapped and stuff. But it's why I loathed tank controls. And once those were gone, it turned into a normal game in a dark setting. Then they turned into action games in dark settings

F.E.A.R didn't do it for me, and I have yet to play Amnesia, but I think I've watched enough to know I'd get bored of it pretty easily. Just a lot of wandering around dark hallways

I'm always on the prowl for a good horror game though. At least it's more likely to find a decent horror game than it is to find a decent horror movie..