A few that affected me for years. I don't find pure "Horror" as scary as Suspense/Thriller films like the following.
The Hills Have Eyes[remake]: The scene with the family in their RV at night.
Hostel: Most intense movie ever. I was literally on the edge of my seat when the main character was trying to escape from the place. Only movie where my heart rate was probably elevated to 160 bpm for over a half hour.
The Exorcist: Watched that at home alone at night for the first time and the scene where she suddenly appears walking down the stairs upside-down on all fours ....
Other Eli Roth movies besides Hostel: Tusk, Cabin Fever, Green Inferno.
Saw a new-ish movie Unhinged with Russel Crowe found it quite intense.