Oh yeah, Bioshock and BioShock 2 are pretty creepy, since they take place in Rapture. I am completely in love with the idea of that underwater city though, and seeing what it looks like during its prime it's actually quite a beautiful place. BioShock: Infinite is less scary, it takes place outside of Rapture and is a brighter environment making it not as much of a scary game but it has a story that was really powerful and filled with so many plot twists that it just blew my mind after I was done with it.