The Groom from the Outlast DLC. Nothing like some good old fashion male genitalia mutilation and a limping protagonist to make you shit bricks.
The Alien from Isolation, as noted, was phucking awesome.
The Twin Victims from Silent Hill 4 are up there
The Site Tau monster in Soma was pretty terrifying. It wasn't even the way he looked. It was the way he moved, how has he was, and the fact that he always knows where you are which means you have to keep moving to evade him. I shat bricks that entire section.
http://www.gamengadgets.com/wp-content/uploads/2015/06/grpa21pt76cqfvozni6n.jpg
The proxies in Site Theta also made that section the scariest in the entire game for me.
Lastly, no list is complete with Pyramid Head from SH2.