It sounds cliche' but when I must have be eleven or so when I watched the Exorcist for the first time - the tv version without even any of the swearing or really bad stuff - and I was terrified for about 2 months. Whenever I was in my bedroom I would just picture her all tied up to the bed with the eyes and the snot and freak myself all out.
I actually just watched the Changeling for the first time a few months back and thought it was really effective - especially the seance scene.
"One Dark Night" from '83 (http://www.imdb.com/title/tt0086050/)
I was 12 at the time, and it was a pretty bad horror movie (as horror movies go.) For godssake, it had Meg Tilly AND Adam West in it! But I saw it with some friends, and came home to an empty house 'cause Mom, Dad, and Sister were out. Like anything, your mind starts to play tricks on ya...and, well....I had nightmares for weeks. Creepy, slow-moving dead bodies coming from the mausoleum all decayed and stuff....
I totally was sort of traumatized by that too, Dentuck, and also when Donald was sleeping and the veggie version of him was making itself, and especially that grossey-gross sound it made like wet lettuce or something.
Well the Exorcist did freak me out pretty good but I'd have to say the movie that probably freaked me out the most when I was young had to be a tie between the Dumbo and Communion with Christopher Walken..
At age four, the episode of "Star Trek" titled, "Catspaw," which had three witches in the opening. One of these women spoke with a man's voice and it freaked me out. It's one of my first childhood memories. I think I cried.
Disney's "Snow White And The Seven Dwarves" made me cover my eyes as a five year old. As a six year old, I watched the "Night Gallery" episode, "The Doll," and had to leave the room halfway through. I was too terrified to go to sleep that night. To this day, I hate dolls ... all dolls ... everywhere.
As a seven year old,it was a "Creature Feature" late movie that I watched religiously every Saturday night at 9. Saw the mummy. Saw Dracula. Saw Wolfman. No problem! Saw Frankenstein and was terrified. I didn't have nightmares or anything but my heart pounded all the way through that movie.
I grew up on a diet of Doctor Who monsters and horror novels inappropriate for my age, so was never much spooked by movies as a kid. However I did get nightmares from the Volkswagen in "The Cars that ate Paris". Even now that thing creeps me out a bit. It's not the clearest footage, but here goes....