The two-headed baby monsters in Silent Hill 4 scared the hell out of me. Also the nurses in SH2.

Other freaky Stephen King short stories: The ten o'clock people, where only smokers can see the freaky alien things disguised as humans; N., with the circle of stones that are a gateway to hell. Both those freaked me out for days.

Bad shot
Man, how many times can you miss point blank with a shotgun, Dennis Quaid?