Resident Evil 4 is very good, but I still think I prefer Silent Hill though. They're scary in very different ways - Resident Evil is lots of nasty things coming towards you, while Silent Hill just messes with your mind.

Resident Evil 1 is more scary, to the point that Calum was screaming when he saw a dog. Oh, and we're playing the remake. The first one looks too awful... type Resident Evil intro into YouTube, I don't know how to link on this. The dog looks like something from Red Dwarf.