I live next to some woods and run around in them at night without a torch, with the wildlife watching me.
I've seen weird, unexplainable things IRL that would have made me question my sanity if others hadn't seen them as well - Like when me and a friend saw a featureless, black, human-shaped shadow suddenly appear directly in front of us, watching us from a window that was one meter away, despite having no light backing it - Something which I've written off as "unexplained" rather than "scary"...
...However, Amnesia: The Dark Decent scares the living shit out of me for some reason. Normally horror games don't have much of an effect on me - Perhaps that's a testament to how well the atmosphere is done. But there's something about being unarmed while being chased by monsters that can run faster than you can, warp through walls, drive you insane and hurt you all at the same time that really gets me somehow. And
those EYES! Those WILD STARING EYES! Gah!
So yeah. I'm scared of a game. And that's embarrassing.
My RL phobias though are boring mundane fears: losing loved ones or things that are dear to me, the fear of being totally alone, things jumping out at me when I least expect them (though that triggers the "fight or flight" response rather than being scary), genuinely fearing for my life when I'm cycling and a car passes me within millimetres of my handle bars at high speed - That type of thing.