The game really depends on your courage, actually. I only jumped 2 or 3 times when I turn around a corner and a facehugger jumps at me. Other than scary images, it's not at all scary.
Another answer:
The answer depends on your definition of "scary."
If your definition is "heart-skipping-a-beat," then yes, Half-Life 2 is scary. Sometimes you're walking down a musty dark tunnel, when an unexpected, muffled screaming zombie pops up in front of you. (The first time this happened my chair tipped over backwards)
You might also define "scary" as "hiding-under-the-bed". Hunters and Combine soldiers ambush you at the White Forest Inn, trapping you and Alyx. You bunker down in the old building, fighting off mechanoid creature after mechanoid creature. A shotgun to the face sends a Combine elite soaring through the door. Alyx looks over at a child, never noticed, hiding in the corner, a tear rolling down the child's cheek through fear.
Other than that, the only thing you might call scary would be Ravenholm:
The occasional howling of a lonely soul off in the distance; a headcrab removed from life, impaled upon an old meat hook; a severed pair of legs dangling from a leafless tree; walls, stained with the blood of some unlucky miner, now still alive, muffled screams heard through the headcrab now controlling his every move; a severed torso resting upon a bloody saw blade in the wall, a pair of legs beneath.
Like I said, it all depends on your definition of "scary."
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Half-Life, Half-Life: Blueshift, Half-life: Opposing Force, Half-life: High Definition pack (might not classify as a game), Half-Life: Source, Half-Life 2, Half-Life 2: Episode 1, and Half-Life 2: Episode 2. Eight games total not including countless mods created by fans that you can download for free on moddb.com and fileplanet.com. Other games by Valve software include Left 4 Dead, Left 4 Dead 2, Portal, Portal 2, Counter Strike, Counter Strike: Source, Team Fortress, Team Fortress 2, and Alien Swarm. Another Half-Life game would be Half-Life: Decay. You might also be able to count Half-Life Deathmatch and Half-Life 2 Deathmatch.
Only for the half life 2 version of garry's mod.
Gordon Freeman
No it is not. It requires one of the games in the half life 2 series such as TF2 portal or half life 2.
By co-op you mean mulitplayer. Yes. Half-Life 2: Deathmatch is only on PC.