Pokemon Snap had a really good atmosphere in all of its levels. As a kid, many of them could be interpreted as spooky in some way (the cave and the river come to mind: they're not meant to be scary, but there's parts of the levels that can be ominous and intimidating to a little kid).
The tunnel was easily the king, though. Best level.
https://www.youtube.com/watch?v=hkQz1Vx2jkc