Scratches has great jumping moments but for me the best spooky/horror adventure game so far is
Dark Fall: The Journal.
I played
Penumbra: Overture also but I got frustrated by gameplay and never finished it actually - in any case, the game was pretty scary...
Other very good horror adventure games I played (in no particular order):
Sanitarium
Amber: Journeys Beyond
Last Half of Darkness: Beyond the Spirit's Eye
Last Half of Darkness: Tomb of Zojir
Call of Cthulhu: Dark Corners of the Earth
Sherlock Holmes: The Awakened (not a horror game actually but it had some scary and spooky moments which I enjoyed)
Also
Downfall and
The White Chamber (free download:
FilePlanet) look very promising but I haven't played them yet.
But
the scariest moments I ever experienced in a game were in
Thief 3, Shalebridge Cradle chapter. I'm comparing every new horror/scary game I want to play to this chapter ever since...