The zombie levels in the series are making a good job in being scary... The third installment certainly tops this by having not one, but two "regular" zombie levels which are already by far the most chilling the series ever had, but also by adding a "mutant outbreak" in a later stage. Oh, and the zombies have the annoying tendency of being silent when they creep at you in every installment.
While there are a couple sections in the Notre Dame Cathedral stage of the second game where flaming zombies rush you while your climbing a spiral staircase, the true terrors of that level are the changelings. You are rescuing beautiful young maidens when all of a sudden one attacks you, revealing a hideous face similar to that of a Spitter.
From TimeSplitters 3, the child's room. Interestingly enough, this section is after a good 20 minutes of the level being genuinely terrifying to a degree. The section mentioned there? It's part of a very, very small section deliberately designed to invoke, what else, Nothing Is Scarier. You go into it expecting zombies to surprise you, cautiously search through a few rooms (finding a LOT of horror references), get confident that you're not in a dangerous area, so you go around opening cupboards and closest looking for health and ammo. At the end of that hallway, a zombie randomly bursts out of a cabinet for no apparent reason. Why was there a zombie hiding in that cabinet? Because there was.
The carrion carcass enemies. Mutilated cow zombies that look like they jumped off the hooks in a meat factory. In other words, they have no heads, and are sliced open vertically all the way down, with their innards removed. Made even worse in that one challenge has you facing an endless horde of them.
The Carrion Carcass does in fact have a 'head'. See that tiny little stub of vertebrae where a neck used to be? That's its head hitbox. Veteran players like to set up hordes of Carrion Carcasses to chase them to see how low a shot/kill ratio they can get. Given the deeply unsettling nature of a walking headless butchered cow, taking on a horde must require nerves of steel...
The Deerhaunter, a mounted deer head that breaks out of the wall on a skinless body with hooks for hands and starts attacking you.
Toward the beginning of the first mansion level, two scientists are found hanging onto a tree in a courtyard with Tremors-esque worm creatures burrowing underground. One scientist attempts to make a mad dash for the mansion, but is quickly eaten by a worm. Complete with his bone-chilling screams of pain and fear, and his friend's devastated cry. Strangely, when the other scientist is rescued, he doesn't seem particularly upset and doesn't mention his colleague at all, leading to speculation that the other scientist can actually be saved.