Wax Works is a first-person point and click adventure game that's almost identical to the Elvira games (which also deserve a place here). You travel back in time to different levels such as an Egyptian pyramid, Jack the Ripper-era London, a zombie-filled graveyard, and perhaps the worst, a mineshaft filled with plant mutants. What makes the game so scary? The death scenes, which are sterling examples of The Many Deaths of You and Have a Nice Death. It's strongly advised that you don't watch this video while you're eating.
Just look at one of the zombie deaths, which sees you disemboweled Romero-style, or the "tongue mutant" death in the mines, which covers your face with disgusting boils. Or the vampire, who probably eats Cullens for breakfast.
And now for some irony: this was the last game made by Horrorsoft, which later became known as Adventure Soft. That's right, the same guys who made Simon the Sorcerer.