First, a clarification: when I say "scare" your players I don't mean startle them, or make them feel unsafe. I mean in character. I mean has the atmosphere and tension in your game ever gotten to the point where the players can pick up on the feeling of dread and horror that is going on in the game?
If so, how did you do it? What was the situation? Were you running a horror game, or was it just a particular adventure that had a horror element to it?
I think I've done it twice, both times doing the same shtick. Once in the beginning of a super hero game where the premise was the characters would get frozen in a generic Tony Stark's basement, then wake up in a distant future where they had to lead a resistance movement with their own various power armors, and once in a Star Wars game.
In both games the trick used was to not have anything happen. Something had happened, clearly. The place was empty. Doors were shut. There was some evidence of struggle. However, there were no bodies, no blood, and none of the real evidence of a fight most people would pick up on. The longer it went with nothing happening the more edgy and wary the players became.
I never did get to cap off the Star Wars game to see what the pay off would be. The game just kind of fizzled out and ended with the end of the semester. The Hero game wasn't meant to be scary, so it just kind of moved on. Still, it was fun while it lasted.
How about you?