As a 8 year old child, Phantom. The fact that he kept appearing from different places on stage, and the ominous voiceovers, I was waiting for him to come up behind me.
As an adult, Harry Potter and the Cursed Child. The whole place is dark, even during intermission and preshow. Sitting in the front of the mezzanine, and have the dementors fly at you out of nowhere, is so suspenseful. Then, the staircase coming out of nowhere for Volemort. I was expecting him to fly toward me.
I will say, the Southwark Playhouse's production of Titanic was suspenseful in the way of the preshow having Thomas Andrews, the designer of the Titanic sit at a drafting table, creating the ship was brilliant. Peter Stone's book is so well crafted you think the ship may not sink at some points (just like in 1776 you never think they will agree), and just the doom that lingers throughout was suspensful, but in the best way possible.