I love
The Orphanage. It's SUCH a good film, but I found it absolutely impossible to be scared by it after the first time. If you know it, you should understand why.
I was pretty scared of the American remake of
The Grudge (don't judge me!) and the Japanese original of
Ring 2. As an afficionado of the games, I find parts of the
Silent Hill movie deliciously unsettling, but the overall experience a letdown, so I can't be sure if the fear came from the film itself or from conditioning acquired from the games. XD I used to be scared poo-less by
The Shining, but I don't feel the same way anymore.
The Others is quite nice. Unsettling rather than scary, but worth a watch.
If you can hunt down semi-obscure British things, there was a movie of
The Woman in Black sometime in the '80s which was nowhere near as subtle as the book or the play but scarred many children for life. There's also a brilliant bit of hokum called
Ghostwatch, which was presented as a factual bit of television presented by the always-reliable and family-friendly Michael Parkinson and Sarah Greene and I guarantee would have put me into therapy had I seen it when it originally aired.
Fear is very subjective; I'm a sucker for a haunted house story, particularly if it's haunted by a vindictive woman. But I'm also terrified of extreme climate change and post-apocalyptic/post-civilisation shenanigans (as long as it's presented fairly realistically, a la
The Road, rather than fantastically, a la
Mad Max). What scares me may not scare you, but I present my opinions for your perusal anyway. ^_^