The game Prey had one part early on in the alien space ship that essentially cemented the atmosphere of abject terror for the rest of the game. The fact that the ship itself is alive is a little creepy, sure, but at this point in the game action is taking over more and you're starting to get the hang of it and control your shock at the organic horrors present in the ship... until you reach a seemingly empty room at the end of a particular level. The laughter of children echoes about the room, and suddenly a horde of murderous, disturbingly innocent-looking, giggling child ghosts appear and begin to attack you, giggling and singing nursery rhymes all the while.
Anything. Anything having to do with Art Bell describing what's happening in the US through the calls of his terrified listeners.