SO. MUCH.
The Silent Realms in SS made me cry... no joke. *shame* I burst into tears every time the 90 seconds ran out.
Running from the giant knives in the Ancient Cistern of SS.
LINK BEING A BUNNY IN ALTTP!!! I was six while playing that game with my uncle, who was eleven... I couldn't sleep for days.
Chus in ALttP. I never did figure out how to kill them.
Link's eyes rolling around in his head when he first gets turned into a wolf in TP.
Shadow Beast fights.
Seeing Zant's face for the first time was scary... Then my brother shouted, "BEHOLD!! LORD VOLDEMORT!!! ......Wait, he has a nose."
The moon in MM gave me nightmares, as did the Silent Realms and pretty much all of OoT... I could only really get scared in the realistic looking games, with the exception of ALttP.
I don't scare that easy... I just have an overactive imagination and a seemingly endless supply of adrenaline.