The Ogir Yensa and the Nam Yensa Sandsea in Final Fantasy XII. I always feel a little uneasy when I'm travelling through those areas, and i'm glad you only need to go there once during the story.

I think it has to do with a combination of the music, those abandoned towers and walkways you have to go over, and how strange the enemies are.

It's mostly the music though. There's something eerie about it that makes my skin crawl, and I feel like something's creeping up on me. At the same time, I quite like that it does that to me, it means they made what could have been just another desert area into something memorable.