Featured In: Metroid Fusion (2002)
Metroid Fusion had a great setting for a horror game: a desolate space station filled to the brim with parasitic life forms that consume ANYTHING in its path and take on its hosts form (a la The Thing). And what makes that even worse? One of them decided to take on the form of Samus at her most powerful.
Murphy's Law is the name of the game in Fusion. More often than not the station experiences power failures, pathways get destroyed, etc. The culprit behind all this tends to be the X mimicking you, which your computer calls the SA-X. The worst part is that you can't even scratch the thing, and it will kill you in a matter of seconds.
The first time I played the game I remember being extremely nerve-wracked every time I heard those footsteps. I knew I was either going to have to hide or run for my life, and that that thing would pursue me to no end.
Eventually you discover a secret Metroid breeding laboratory, and who should be there to cause trouble? The SA-X, of course. Fortunately the laboratory is launched from the station with the SA-X aboard. Unfortunately, it turns out there are no fewer than TEN more throughout the station hunting you. Yikes.
When you finally are powerful enough to confront it, you must literally conquer yourself. The SA-X utilizes your Super Missiles, Screw Attack, and most notably the Ice Beam (which due to your Metroid DNA made you extremely vulnerable to it). After you beat it and encounter the Omega Metroid, it reappears and attempts to destroy the creature, but is promptly killed and absorbed by Samus, effectively restoring her 100% (for some reason).
This boss is great because the game revolves around it. It's a consistent threat, and the final battle with it is just so satisfying. But nothing comes close to the dread you feel when you hear Those. Freaking. Footsteps. The image below (courtesy of LemurfotArt) really sums up the feeling quite well.