Waxworks and the other two of those Elvira series. They are not that scary, but try telling that to me some 14 or 15 years ago... :bleh:
Haven't tried this new freeware Penumbra (
http://penumbragame.com/) since my video card is not good enough to run it, but some say it's scary. Don't take my word for it, though, but you can try it yourself since it is freeware anyway.