I'm gonna have to say the creepy cut-scene in TP where the light spirit was telling Link about the sacred realm and the battle that was going on for the power it held. There were 3 dark link with no pupils and what-not. Ooohh. Scared the bajeebies outta me.
I didn't find that scary. Just a little creepy.
- ReDeads and Gibdos? Scary.
- Wallmasters? Scary.
- Gibdo Man? Scary.
- The Forest Temple? Scary.
- The Well? Scary.
- The Shadow Temple? Scary.
- Armos? Scary, the first time... xD
- Stalkin? A little scary at first.
- The Moblin Maze. The first time.
- Master Quest. xP Haha.
But in all seriousness, there was not a lot in The Wind Waker or Twilight Princess that was new AND scary. <_< They both had redeads. That's about it.