When I was a kid growing up in Louisiana in the '60s, we had no air conditioning, so in the summers we kids would all sleep on the living room linoleum in front of the fan.
My mom slept on the couch with the TV on, so imagine 8-year-old me waking up in the middle of the night to find ‘Three Faces of Eve’ playing on the late movie.
I don’t think any media of any kind ever scared me as much as that movie did.
“Tomorrow Belongs to Me” from Cabaret
The Conversation has disturbing moments in it. And both Altered States and Berberian Sound Studio have real jolts.
As an adult, Idiocracy. Because I can totally see it. 
I keep yelling at the screen “QUIT LOOKING DOWN!!!” And I have never been able to watch it all the way through in one sitting.
Woodstock?
Watcher in the Woods from Disney. Made in the 1970s. I hate looking in mirrors in the dark to this day.
Some parts of Willy Wonka and the Chocolate Factory were scary to me as a kid.
Deliverence
Pops used to take us out camping and fishing, after I saw this movie I was like, “Dad, I don’t think I want to go out in the woods anymore”
The Ghost and Mr. Chicken still haunts me to this day.
The flying monkeys in Wizard of Oz scared me when I was very little. Jaws probably qualifies as horror so may not count here, but I saw that when I was too little to see such things, and the shark biting Quint traumatized me considerably.
I saw that in the theater when it was released, and the riverboat sequence gives me a chill to this day.
D-d-d-d-don Knotts! 
I must be weird. I loved the flying monkeys in Oz. I saw Wonka at the Cinerama Dome when I was five, and it wasn’t till recently when someone suggested it was scary that it had ever occurred to me anyone would.
OH! Wait, I got a good one: Little Shop of Horrors. The man-eating plant freaked me out, especially given the ending.
The Ark opening scene in Raiders of the Lost Ark is always gonna freak me out.
I knew little about it when I saw the movie and was just expecting some rafting adventure flick. Boy was I wrong.
As a teen, Bob Roberts really disturbed me. Luckily, it wasn’t at all a precursor of today’s political climate.
I wasn’t so scared of the flying monkeys, but in Return to Oz, the woman who had all the different heads terrified me. When Dorothy is sneaking through the sleeping heads and they wake up and start yelling and then the headless body starts coming after her… Yikes. That one scared me a lot.
The 1986 animated film When the Wind Blows, based on the Raymond Briggs graphic novel, is freaky even today.
It’s basically an animated version of the Day After and Threads, being an anti-nuclear war film. The deranged animation, the use of animation with three-dimensional sets (meant as a middle finger at the UK Protect and Survive films) and the fact that the character die at the end painfully from radiation poisoning makes this nightmare fuel!
That’s the one that opens with Dorothy receiving electroshock, isn’t it?
I could only find one non-infomercial on the TV in my hotel room one night. Anime wasn’t my thing but I figured I’d give it a try while I went to sleep.
It was Hadashi no Gen and I didn’t get to sleep for a while.