Movies that scared me recently are "The Blair Witch Project", I know it was hokey but it was also scary as well when it first came out. And like others, the first "Alien" is scary.
Yeah, I had forgotten about the Blair Witch Project. If nothing else, it was an original idea and it spooked me and I'm all grown up now.
Here's one that hasn't been mentioned, I remember watching The Amityville Horror when I was a kid and at the time, it scared the tar outta me.