Siren, scared the living shit out of me.
Of course, this was a few years back, and I have some paranoia issues, but this game is a complete mind fuck of a game. The whole series is down right frightening, & is difficult to beat as well.
Some creepy game play moments in the newest Siren game.
Games are based on this village, Hanuda, in Japan. You can find videos of the village on Youtube.
Psychologically scary, I'd have to say Rule of rose. It's not so much gorey and disturbing in the 'dead things' sense, it's more shock factor, and "The hell is going on?! This is bloody insane." sense.
It was only released in some countries, others have banned the game because of some psychological factors.
Rule of Rose trailer ((US)) & Game description below
One of the disturbing bits of the game. It doesn't really spoil anything, but watch at your own risk madams & sirs.