The part in the Blair Witch when something starts to shake their tent... after I saw that movie, I had to drive my friend home... and she lived in a small wooded area! Scary!
And in The Ring -- well, everything in The Ring scarred me, but what freaked me out the most was near the end when Samara climbed out of the TV after Noah and she was a good 10 feet away from him and then suddenly BAM she was right in front of him. That still scares the crap out of me, especially at night... I imagine her climing out of my TV and then BAM have her be right in front of me!!!