I was going to say Police Quest VGA for the PC when the bikers beat you up and you get the skull on the game over screen, but I remembered an earlier gem: Friday the 13th for NES.

I remember OWNING that "wonderful" game *looks over his shoulder* and it would scare the hell out of me every time Jason popped up out of nowhere. The end screen is pretty harsh: "You and your friends are dead. Game over." Lovely, huh?

Resident Evil 1 did a good job of scaring me later on. Now I stick to games featuring Barbie and fluffy kittens. Much safer that way.