To those GM's out there who have successfully scared their group... how did you do it?
I make consequences. . . ah. . .
consequential. For example:
In D&D, taking resurrection magic out of the game
completely will do this. The problem with RAW resurrection magic is that it makes one of the game's most ostensibly worst consequences completely inconsequential. When death isn't permanent, there's little (if any) sense of threat, and so players don't do much to plan around it — if they die, they can just get somebody to bring them back fromt he dead.
No big deal.
Even the loss of levels and such is a pretty minor inconvenience compared to real, permanent, death. This being the case, it doesn't phase more experienced players (though it does discourage foolish actions better than resurrection magic with
no penalties does). So, basically, in this case, the idea is to make death, as a consequence during actual play,
matter. Consequences need real teeth if they are to be taken seriously as consequences.
Now, that said, I'm not hot on "save or die" throws because they make death a totally random occurance that careful planning and tactical play have absolutely
zero impact upon. This is just as bad as marginalizing death by making it completely inconsequential. In this case, the problem is that death lacks any meaningful association with poor planning and/or bad character decisions and, thus, it's not a
consequence at all but, rather, just another random occurance.
So, to sum up, I find that the best way to elicit real fear from players is to tie consequences specifically to bad decisions made by their characters, while also making sure that those consequences have a
real (i.e., not easily negated) impact on said characters.
YMMV.