I haven't, not much for horror games though. XD
Watched some lp's of horror games like silent hill way back and even though I wasn't playing them I still found them pretty unsettling despite some funny commentary. *pokes silent hill 2 lp, especially that doorman thing*
Main game series that I play that might, maybe be slightly, loosely be considered horror is devil may cry, but that's much more an action series than a survival horror one by far.