A few more I'd like to add.
The first Hellraiser.
The directors cut of the Dawn of the Dead remake.
The first Evil Dead
Silent Hill had its moments.
And Slither, which is probably my favorite scary roller coaster ride film. Plus it stars Nathan Fillion!
Oh, and as someone mentioned earlier, Henry, Portrait of a Serial Killer. The latter doesn't have a lot of jump out of your seat scares, but has some great squirm in your seat scenes and just leaves you feeling sick and very uneasy throughout.
My problem is I've never found standard hollywood slasher flicks and crap like the Saw series all that frightening. They might be good for 'Boo!' type scares, but I'm more a fan of Lovecraft style shuddery horror. Which sad to say are pretty darn rare. To me its all about building a sense of dread and fear of the unknown combined with just the right atmosphere that makes a good horror flick.
The Mist is a very disturbing movie. I don't think it was as scary as other movies mentioned here but it was much more disturbing. I liked it, but I don't know if I'll be able to watch it again ...
It definately ratchets up the tension. Though I think like most people it was the brutal ending that got to me.
I loved the Orphanage, but I can see it not being to everyone's tastes. Like The Haunting and The Others it's almost melodrama rather than outright horror. Does have some very spooky bits though, and at least one jump!
I confess I was a little dissapointed. The studio did a pretty poor job by promoting it as a horror film, and I'm sure a lot of horror fans felt let down. I enjoyed it though. It had its share of tense moments, the only real bit of 'horror' being the revelation near the end. A beautifully sad ending though. I was squalling like a baby during the last few minutes!
Anyone else who liked Pan's Labyrinth should really appreciate this one.
Okay, now I really need to see The Haunting. Gonna put it on my next Amazon order. Odds a pretty slim I'd be able to rush down to the locak Fred Meyer and pick it up. Sounds like just what I was looking for for Halloween.