Have you ever found them scary in any of the King's Quest games? I personally couldn't help being more than a little creeped out by the Realm of the Dead ghouls in KQVI. What scared me most about that place though, was finding the knight's body and wondering just how he died there of all places. The ghosts in the original KQII weren't all that scary to me, except when I tried approaching them without the cloak or crucifix and had them turn me into a zombie Graham. They were a lot scarier in the KQII remake though. Not just in appearance, but the man ghost's voice as well. Listening to him speak sent a chill up my spine the first time I heard it. As for the undead in KQIV... well, the zombies did look kinda scary, but I wasn't too creeped out by the ghosts. I'm pretty sure this remake will change that though.
And by the way, has anyone ever managed to get caught by a zombie in KQIV? I know it's possible, but I've never been able to do it myself.