I found Outlast to be one of the most intense and scariest videogames I've ever played. For my money it combines everything a horror game needs and I don't scare or jump easily when I play horror games.
The truly disturbing atmosphere is only matched by the even more disturbed inmates, who will either chase you down and kill you if you don't run and hide or they are going about their own business doing something either weird or vile.
You'll never feel safe when you approach an inmate as you're afraid that they'll stop whatever they are doing and turn their attention to you. It's very unnerving and will keep you on the edge of your seat every time you're in their presence.