I have a few that scared me. We were just laughing about this the other day, because what scared me as a kid (Nightmare on Elm Street) just makes me laugh now. Anyhoo:
The Ring
Saw
Sixth Sense
Ju-on (the Japanese version of the Grudge)
28 Days Later
Exorcist
Seven
I would like to put a disclaimer on Jaws. Now that I watch it, I can see how cheesy it is, but holy moly, I am still terrified of the ocean because of that movie. I love the beach, but will not step foot in the ocean.
I'm sure I have more, but I have to think on it.