Startle:
The Kitzur Shulchan Aruch says in סימן קפד - הלכות נזקי הגוף that one who startles somebody - e.g. by suddenly yelling behind him or appearing to him in the dark - is deserving of heavenly punishment. (But cannot be convicted for that sin in the world.)
סעיף ו: הַמַּבְעִית אֶת חֲבֵרוֹ, כְּגוֹן שֶׁצָּעַק עָלָיו מֵאֲחֲרָיו אוֹ שֶׁנִּרְאָה לוֹ בַּאֲפֵלָה וְכַיּוֹצֵא בָזֶה, חַיָב בְּדִינֵי שָׁמָיִם.
It would seem that startling somebody for a good reason (e.g. get rid of the hiccups) would be allowed.
Scare:
The Kitzur Shulchan Aruch says in סימן קסה - דין חנוך קטנים that one should not threaten a child that they will be punished in the future for a crime already committed (rather one should punish immediately or not discuss punishment until close to the actual time of punishment) so as to not scare them. He brings the case of a child who was so scared of the upcoming punishment that he committed suicide.
סעיף ז: לֹא יְאַיֵם עַל הַתִּינוֹק שֶׁיַכֵּהוּ לְאַחַר זְמָן. אֶלָּא אִם רוֹאֵהוּ עוֹשֶׂה אֵיזֶה מַעֲשֶׂה, יַכֵּהוּ מִיָד אוֹ יִשְׁתֹּק לְגַמְרֵי. מַעֲשֶׂה בְּתִינוֹק שֶׁבָּרַח מִבֵּית הַסֵּפֶר, וְהִפְחִידוֹ אָבִיו שֶׁיַכֵּהוּ, הָלַךְ הַתִּינוֹק וְהֵמִית אֶת עַצְמוֹ (מַסֶּכֶת שְׂמָחוֹת פֶרֶק שֵנִי).
He also says in סימן לב - שמירת הגוף על פי הטבע towards the end of סעיף כב that fear causes the body to get colder - therefore people shiver when afraid - and the cooling down can be fatal.
הַפַּחַד יוֹלִיד בְּגוּף קְרִירוּת, וְלָכֵן יִקְרֶה לַמְפַחֵד, רְעָדָה. וּכְשֶׁתִּתְרַבֶּה הַקְרִירוּת, אוּלַי יָמוּת.
It would seem that if there's no chance of physical or psychological damage, then one could create a scary atmosphere. But the Kitzur has warned us that it can be fatal, so be careful, since if somebody is scared to death one would be liable in heavenly court for killing them.