Salem Witchcraft Museum in Fallout 4. Went in with Danse, all fully locked and loaded - ready to face whatever ghouls that hid behind. Imagine my surprise when I found nothing but darkness, so I took the normal approach, jogging slowly till I ran into a corner filled with mannequins plus that rumble from the top with the body being dragged. I jumped and started firing at the mannequins wildly as if they were alive.

The worm infestation at Dry Rock Gulch in Nuka World were scary as well. Especially those hidden in those pods that burst out when you shoot or approach.

Scary things I've witnessed in Fallout Games:

-In Quarry Junction, trying to stealthily assassinate the Alpha Male and Mother Deathclaws only to have them sneak up on me and kill me.
-I was walking in the wilderness, southwest of Nipton. I knew there were enemies about, but where and what types where beyond me. I look to the right, and a Mole rat jumps at me, scarred the crap out of me.