The Metroid games are known for creating eerie atmospheres and a sense of isolation, with the possibility of mortal danger lurking around every corner. Any game in the series would be suitable for Halloween (though some fans might say Other M is the most frightening of all, even if for reasons not entirely intended by the developers). However, the original Metroid Prime stands out above the rest in this regard.
Its first-person mechanic and the dreary desolation of Tallon IV combine perfectly, and no matter how many times you play it, that first time the Metroids burst out of their tanks still holds the power to make you jump. If this doesn't quite sound appealing, though Prime 2: Echoes is also a good candidate, with an even darker plot and the terror of the Ing to contend with as well.