All of Quake 1. You're just going about your business tense and all and then BAM! monsters just teleport all around you and you jump in your sit, and go "oh god that gave me a fright"...
Modern Warfare 2. When you are fighting Captain Shepherd and the screen goes black and you get a knife in your chest which you rip out and throw in his eyeball and the Airport Massacre was scary because of the amount of innocent bloodshed...
Modern Warfare 3; dropped a building on your tank. You're like oh, shiiiii...... And then boom, it's landed on you're tank...
Modern Warfare 1: Nuke. You crawl out of the helicopter and die. Was not expecting that...
Duke Nukem Forever. Wasn't expecting those things to pop out. That gave me a fright.
Duke Nukem 3D. It's dark, cannot see what's going and you're underwater. Suddenly Octobrains everywhere. Damn...
Doom 1 and 2. Again Demons appearing when you least expect it.
I belive Dead Space 1 and 2 though I've not played those and Red Dead Redemption.
GTA 4 glitches.
I think that's everything I've heard of. Oh Tomb Raider has some surprises...
Wolfenstein 3D. Wasn't expecting an SS guard just round the corner to yell at me and Wolfenstein with the stealth assassin that turn invisible and slices at you whilst laughing. That was terrifying. Also when you shot someone in the neck or face. Wasn't expecting that much blood and violence...
[Edited on 01.01.2013 11:13 AM PST]