How about the Shadow Temple from Legend of Zelda; ocarina of Time?
As a kid, I found it to be very creepy because, well, there was a dark vibe from it, as if something is going to come out from the corner and surprise you.. or something. The music was just.. ugh. Creepy as all hell. XD And the enemies in the temple didn't help me ease into it either. I mean, there were Wallmasters, Floormasters that were crawling everywhere, and sometimes, I got even surprised by the big skulltula's that dropped down from the ceiling. Plus, there was blood throughout the place. Well, that's what I think anyway.