This is going to sound insane, but The Babadook.
it's such a stupid movie. SO stupid. I hated watching it because it was stupid.
And it scared the living shit out of me, but not till AFTER the movie was over. It still freaks me out now and again when I hear a bump in the night.
I thought it was a great film, and scary because not only could it happen, but does happen, all too frequently. Depression/PTSD is all too real, and becoming a parent doesn't make you immune. The imagined threat, The Babadook, was a creepy creation, but nothing compared to watching a mother slowly lose her mind, becoming overwhelmed by mental illness to the point where killing her own son feels like her only way out.
I'm talking about horror movies.Those documentaries on Netflix about how companies like Monsanto have the agricultural industry by the balls scare me shitless.
After watching over 40,000 horror films from many different countries; the scariest film that I have ever seen was Pasolini's 120 Days of Sodom. Pasolini created a film of true terror because it was based on De Sade's "120 Days of Sodom" but he changed the time to fascist Italy. I watched it and I was shocked at the level of depravity plus violence.