Now this is a topic. And I have to say right off the bat I feel sorry for most of the folks who've posted so far-- in the sense that their taste in horror probably reflects their admiration for bands like Rush. But that's another thread. You can take your chainsaw massacres and so forth and drop dead-- here are some fright-fests for the three-digit IQ set....
Suspiria
The Others (02)
Burn, Witch, Burn
Angel Heart
Cat People (the original)
...and oh, so many more. Actually, not all that many more. That's the sad thing about horror movies.