At least you could kill the zombies. Guardians in Among Thieves are fricking Immune to Bullets when you first meet them, and ONE almost kills both you and Tenzin. Then later, after you think you're safe, BAM! They start slaughtering soldiers in the monastery. And once you get used to that, they whip out one of the most powerful and accurate weapons in the game. Much pain and fleeing to heal ensues.
In Uncharted 3, players are treated to spiders. And not just a handful of spiders but entire swarms of thousands upon thousands of potentionally man-eating spiders similar to the creepy crawlies in the first two Mummy films.
They make the bad guys next action to burn down the entire building, quite reasonable.
Uncharted 3 also has hallucinogenic water. When you're hit with this, your entire world becomes blurred, and you live out your worse fears. Not to mention the bad guys can manipulate you into turning against your friends through it.
The sequence where Drake is lost in the Rub' al Khali. Imagine finding oneself stranded in one of the most inhospitable deserts in the world, with no supplies, and no idea where you are going, as you slowly start to weaken from lack of water and the conditions. Drake was lucky he found that village and Salim's tribe when he did.