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.
The sewers in Shadows Of The Empire. Opaque water, foggy map, and an enemy you could hear long before it got to you but had no idea where it was coming from.
I have no idea what the monster even looked like beyond that it had tentacles.
Also:
I don't even need to say the game.
Mario 64?