It's difficult to answer.
Maybe Fatal Frame series, when I was younger i couldn't play it because the camera mechanic was too scary.
I was really afraid of Nemesis from Resident Evil 3 too.
While playing Silent Hill 2-4 i get more depressed and unease/anxious than scaried.
Resident Evil 7 and Alien Isolation are scary as hell until you've some weapons.
Condemned and F.E.A.R. are the opposite, they get more disturbing along the way.