For the first 'simple' environment wechose Resident Evil 1. For it's time the game was very intuitive and used it's simple environments effectivly to scare it's audience, despite the now dated graphics the game had a very firghtening atmosphere. This was partly becuase of the background noises used.
For the fully immerisive example, we chose Amnesia The Dark Descent. The game is terrifying due to the dark environments the player must run though. The environments are so well done that even in the rooms that are lit the player still feels vunerable.