Not scary as in terrifying, but a moment that always scares the crap out of the audience is the first chord at the beginning of Act II in
Mamma Mia!. The audience is casually making their way back to their seats, chatting to those around them, etc...and then BOOM! I always enjoy watching everyone who isn't expecting it JUMP!
"You pile up enough tomorrows, and you'll find you are left with nothing but a lot of empty yesterdays. I don't know about you, but I'd like to make today worth remembering." --Harold Hill from The Music Man