My vote goes for Tomb Raider II and the floating islands levels. The game is a relativity normal globe trotting affair for Lara until she gets transported into the fucking shadow realm here. This level gave me major scares as a kid since you're traversing a giant void being chased by animated statue warriors out to kill you.
on that note don't know if VTMB counts as a horror game, but goddamn that hotel level fucks with me no matter how much i know that i'm supposed to be the scary thing in the dark
it is impressive that they managed to give people playing as immortal creatures of the night the willies
lightbulb blows up
*barely dramatised version of me playing through it for the first time