RE5, a guy with a chainsaw. His laughing, his high tolerance to pain, instant kill, plays dead, these guys were bad news.....in the beginning of the game. Eventually with enough upgrading a shotgun blast to the face would stop them. If you want an enemy with lasting horror, consult those damn roaches that regenerate. The only way to kill them is when they expose their weakspot.....usually you just run and hope they don't get you.
Juggernauts in Uncharted 3 multiplayer, if your in the wrong spot or playing siege these bastards will kill your entire team, the fact they never die ads to the tension. 5 clips later and they're still standing.....the only way to kill one quickly is with a cluster bomb between the legs, or unless you turn yourself into a juggernaut as well. One problem, your juggernaut lasts 30 seconds, his is permanent. Think you can take one down in 30 seconds? Probably not.
The dog in Enslaved: odyssey to the west. The damn thing is determined to snap your neck, however it's even scarier when it goes after Trip, then you gotta distract that giant hulking son of a bitch. Most of the game they are invincible, the only way to kill them is if they are boss fights....think of them as nemesis from RE2, follow you everywhere, don't die unless it's crucial to the story.