This probably needs a different thread, but I found Bioshock impossible to play at night because of the soft ambient echoes and footsteps, and I'm not afraid of many things, almost immune in fact.
So yes, it's very often the softer, more delicate sounds that set the stage.
There is a scene in Rango, where the bad guys shave a poor bald chicken's cheek with a bowie knife, and the sound of the feathers being shaved off with the knife is perfect. If you've got the dvd or bd, please watch that part, it's in the beginning as the bad guys enter the saloon. It's sounds like this that make a movie really real.