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.
I honestly found all of the first 3 lara games scary. Something about the lack of music and echoing footsteps. I always felt like something was constantly sneaking up behind me.
Yeah very unnerving games at times.