Dun Dun dun dun dun dun dun dun dun dun dun dun dun dun dun dun dun dun dun dun dun dundundun dahhhhhhhhh!
In other words, the drowning music.
Also, I turned the camera while my chao was evolving, and halfway jumped out of my skin when it suddenly changed into a dark chao, with little warning.
The entirety of sonic rush made me worry about losing a life.
If you were'nt keenly aware of where your going or where your going to land its easy to bump into an enemy or fall off into the middle of a stage.
Eggman blowing up half the moon and threatening to do the same to the planet.
I have issues with watching large celestial objects explode, sorry.
First time Knuckles got ambushed by a random pop-up ghost in Pumpkin Hill. XD
Finally defeating Silver Sonic in Sonic 2 after loads of attempts trying, only to face the Eggsterminator.
Not so much fear but more "....crap."
I was jumped by a few of the ghosts in Pumpkin Hill/Pyramid Cave/Aquatic Mine in Sonic Adventure 2.
But the Sonic Next Ending wins. By a long way. But that was more disturbing then anything.
Any part of Final Chase/Rush. You spend the whole damn level hanging over a giant pit and wrong move sends you flying off, also trusting the crazy gravity and rail jumping to work always keeps me on edge.
It didn't so much scare or startle me, but the race against Metal Sonic in Stardust Speedway gave me a big adrenaline rush.