Exactly. :) That's why I recommend UO T2A. Or you could try UO:R, it's a bit less hardcore but does admittedly have some improvements, especially on the combat system. But I don't like how the best UO:R player run server out there (www.uorenaissance.com) has implemented a lot of much newer ideas and has backported a lot of things from newer patches. Still, it is the best UO:R server out there but not a "true" experience.

It's hard to find a game that will make an adult scared I think, but when I was younger Silent Hill 1 came close to doing some kind of psychological damage I think :/

Doom 3 (most of the time).
Gothic 1... at night alone in the woods...

I agree with so many which have been mentioned already. I do recall a time where the immersive environment of a game took me out of my reality and it was while playing Half Life.

There is an area where you must climb a tall ladder up what I remember to be the inside of a silo (I'm old and memory is failing). When you reach the top you are on a ledge looking down a sheer drop and must traverse the ledge or a walkway. I stood there paralyzed because I was afraid I would fall. After a minute or so I remembered I was sitting in my chair in front of my computer.

Most immersive gameplay... I'll have to say aliens vs predator, the 1994-ish game. honestly I had a blast when I was the aliens crawling on all walls and biting marines heads off for health and stealth kills... And then dying always felt like I failed really really badly...

Diablo 1 is close too, since each level of the gameplay is this creepy music that keeps you on edge, and then you totally freak out when a stray arrow or bolt or something insta-kills you and you hate the game, and yet will still keep playing...

Amnesia: The Dark Descent and Penumbra series definitely. Needs a dark room and headphones to work though :)

I don't like scary games but I think Space Hulk 2 was the game I was a bit scared while playing.

Quake, Hi remember playing in the dark, with headphones and the freaky Trent Reznor soundtrack.
It was pretty intense as I recall.

System Shock 2

There has been some really tense moments in Rust. Those moments when you hear someone walking around on the grass around the house, in the middle of the night. Me and my friends started slowly walking over to the furnaces, and turned them off, as they generate a lot of light. We then had to make a decision, should we take the risk of going outside and shoot, or stay inside and wait till he goes away? Could be a gang of fully armored pros, or a lone noob. This incident has happened several times, with many different outcomes :P

And of course when you have picked up some really sweet loot, and then you get spotted by people with kevlar. You run back to your base as fast as you can, and you hear the bullets around you, hoping you don't get hit. I actually get high pulse from these chases :P It's that immersive.

F.E.A.R was the fist game that had me so jumpy that I actually accidentally shot a fire extinguisher - because it was red, like the Alma-ghost.

And Amnesia is very, very good at inducing actual fear too.

And System Shock 2 was creepy. Not actual 'shitshitshit I'm going to die' fear like Amnesia, but a persistent uneasyness and tension and goosebumps down my spine.

Thief Gold
System Shock 2

Nothing I've played before or since can match up to these two. Outlast, Among The Sleep and the underground levels of the original STALKER gave it their best shot, but couldn't quite make it over the finish line.

I don't really play horror games (because I'm a massive wuss) but there are a few games that definitely could scare you. I totally second this. All the bosses in Diablo and Diablo 2 are pretty bad, mainly because if you die you have to try and run in and retrieve your corpse and equipment without dying. But the Butcher was particularly bad because he was the first boss you encountered (as far as I remember, it's been years since I played it). I think the only way me and my brother ever killed him was by locking him on the other side of some bars and shooting at him.

I remember Half Life being pretty scary. Low ammo and head crabs flinging themselves at you from dark corners, too small to hit easily so you ended up wasting all your ammo in a fit of panic. Then you had to kill everything with your crowbar.

Eternal Darkness on the Gamecube was also pretty scary. Not so much the monsters, just the spooky atmosphere and the slowly going insane. Very unnerving.

Not quite on the same level of fear, more tension I suppose, but back when I used to play Counterstrike when you got down to the last two or three players and you're slowly creeping around the map trying to find your enemy before they find you, that was pretty tense.

I don't know about fear but there are several game that I get so into it screws with my behavior during and after game play.

Right now I'm playing MoH 2 and I find myself flinching and ducking constantly, and don't get me started with NFS! :P

On a side note, and I've probably mentioned this before, am I the only one who will find themselves leaning in and trying to peer around corners while playing TR? :P