I love scary movies, but very few actually do scare me.
But these are probably in my top 3.
The first Descent is really good.. (second was nothing worth watching)
30 days of night, really good (the sequel was bad)
Íls is totally different to both above, but got me feeling scared.
Check them out:
The descent:
The Descent
30 days:
30 days of night
ILS:
Ils