many Last shift Shining Donnie darko (not scary but mind fucking) The others Conjuring 1 Insidious 1,2&3 Split The ring 1&2 (third one was...shit) Silent hill (even tho it has horrible CGI, it has a great story line and gore which I like) Woman in black (was ok) and then some animes I would recommend Another Elfen Lied both of them are gore so if you're a fan then these are the animes for u
last shift and the ring are the scariest ones of them all (imo) but insidious is extremely extremely good I would recommend watching donnie darko, split or shining if you're just getting into horror so u sleep at night
fun fact: donnie darko is my fave movie for more http://www.imdb.com/chart/top?ref_=nv_mv_250_6 imdb is your friend