I didn't find the Dunwich building short in my first playthrough. Not at all--but more on that in a minute. First, I want to say that overall, FO3 isn't "scary" in the same way that say, Silent Hill is scary (especially 2 and 3--but I digress). That said, there are some moments that will make you crap yourself, and even a few genuine creepy moments.
I found Dunwich to be one of the few actual "scary" parts of the entire game. When I first went there, I was armed with a laser rifle, and a hunting rifle for backup (odd combo, I know). The story of that guy looking for his father was really sad--the holotapes really helped put me in the moment.
And then I went into the building, which was said to have "bad mojo." Not only did I crap myself when I saw how infested with ghouls the place was, I was stuck in the damn building for over 2 hours. It took me that long just to get to the basement, what with all the exploring and all. THEN, I couldn't find my way back out! I'm not one to use my interior maps, so I kind of forgot I even had that option, LOL!
So, I ended up going in friggin circles, all the while thinking "God, I have got to get the f****k out of here, where in the g*d d***ed hell is the effing exit??!!
So yeah, Dunwich wasn't short for me at all...damn place was like a maze in there. The other scary place is the Deathclaw nest in the mountains. I went inside to explore for the first time, and when I saw what was in there, I litterally said "I'm out of here," turned the hell around, and walked out. I didn't go back without a full suit of Enclave power armor, a good plasma rifle, and Fawkes!