So, I came across this iPhone game called Papa Sangre.
It may sound bad first but, this really is a damn scary game for your mobile device. It doesn't have any kind of visuals, only 3D sound. You have to move through a dark world and pick up soul objects, which can be located with sound, but you also need to be careful of the creatures guarding the chambers.
I'm very impressed of what tension you can build up just with use of sound, without any visuals at all using a mobile device. As long you play with headphones and in the dark, of course.
http://www.youtube.com/watch?v=lbt8JPqziHw