That labyrinth level in Doom2 where there was this big-ass door and you just knew there was something really bad waiting for you on the other side, but you had to open the damn door anyway so you could move on to the next level.
Opened the door, and there was this cyberdemon. I ran like a sissy scared, but it was a maze, it was claustrophobic, the hallways were narrow, I had no idea where I was going, and all I could hear was the growls and footsteps of the cyberdemon stalking my sorry ass.
That frazzled my nerves enough to hit the power button on my PC. That was the only time I've ever been so scared with a game.
Of course, I was also much younger then, and 3D graphics were virtually unheard of then. Playing a marathon session until 4:30AM in a pitch black room didn't help either.