I see others have mentioned evil dead remake but I disagree, its just a cash grab gore fest using the evil dead name. See the original movies, they are classics and more funny than scary. I also highly recommend pet cemetary. And john carpenters the thing if you like sci-fi horror.

Room 1408. Not an horror, but give it a chance.

Ah Horror films, my first love! I have been watching them since I was 5 years old (now 34), only last night I watched "Deliver Us from Evil" (Eric Bana, about possession and stuff which has been a little over saturated over the last few years) here is a list of those I recommend :) forgive me if I list those already mentioned.

Mainstream (you probably seen most of these)

Nightmare on Elm Street (1984) - Still by far the best

A New Nightmare (1994) - Big fan of this one, shame it didnt do so well

Phantasm (1979) - Steel balls that drill holes in heads!

An American Werewolf in London (1981) - I dont like Werewolves and Vampires movies generally, I make exception for this one :)

Hellraiser (1987) - Demons that when summoned show you the pleasure of pain and "tear your soul apart" (sequals arent bad either upto 3)

Twlight Light Zone the movie (1983) - 4 short stories, some hit and miss, but the last one with Jon Lithgow put me off flying!

Modern Films - and probably lesser known

The Possession of Michael King (2014) - A guy who doesnt believe in possession tries to debunk it with consequences

Occulus (2013) - Evil mirror makes people do bad things

Altitude (2010) - A plane get stuck ascending, then lots of weird shit happens

The Dyatlov Pass Incident (2013) - Based on true story of mountain climbers who went missing, with a supernatural theory on how

1408 (2007) - A reporter who disproves haunted house stays in room 1408 to prove its not haunted (based on S.King book)

The Grudge (2004) - I actually prefer the American remake, but the Japanese original is definitly worth a look too

Feast (2005) - A really underrated gem which turns the usual formula on its head (sequals not so good)

Shadow People (2013) - The Shadow People, are they real?

The Bay (2012) - Based on REAL fish species a take on 'what if' they could infect humans the way they do fish IRL

Devil (2010) - Didnt get good reviews, but I enjoyed this M Night Shamyalan movie

Mama (2013) - I actually preffered the short it was based on, but still enjoyable

Pontypool (2008) - The English language is a virus, certain words infecting people and they lose their minds

Slither (2006) - Made by James Gunn, who made Guardians of the Galaxy, makes this awesome alone! 

Dont be Afraid of the Dark (2011) - Remake of a very old film by Guilerme Del Toro

Dark Skies (2013) - Weird Alien shit, I enjoyed it though

Now the old and obscure! what I grew up with

House (1986) - an Evil house occupied by a vengeanful spirit takes a man son for revenge (sequals suck)

The Gate (1987) - a kid finds a gate to another dimension in his back yard

Troll (1986) - A Troll takes possession of a little girl while terrorizing the inhabitants of an apartment complex

Demons 1 & 2 (1985 & 86) - Demons, they can travel through the TV, a scratch or bite will turn you O.O

Return of the Living Dead (1985) - Zombies that can run? destroying the brain wont kill them? much than the usual shamblers!

Re-animator (1985) - A scientist discovers the cure to death, only it makes those returned unstoppable

Pet Sematary (1989) - Similar to above, only this time based on a Sematary thats brings things back from the dead (based on S.King book)

TerrorVision (1986) - A TV loving Alien arrives on Earth, only it likes the taste of humans and uses their heads like Puppets too

Tales from the Darkside (1990) - Similar to Twilight Zone, and again some of the shorts are hit or miss

Leviathan (1989) - They find some Evil shit at the bottom of the ocean

Deep Star Six (1989) - More scary stuff from the bottom of the Ocean, also see what happens when you come up to fast without decompressing

Creepshow 1 & 2 (1982 & 87) - Stephen King? George A Romero? and a bit of Tom Savini? yes please! another horror compilation, and you might not want to ignore the next Hitch hiker you pass!

The Blob (1988) - Remake of an old classic, I prefer this version though

Near Dark (1987) - Best Bill Paxton movie (for me), a more modern Vampire horror (for its time)

Silver Bullet (1985) - Another good Werewolf movie, this time based on a Stepthen King book and with Corey Haim

From Beyond (1986) - This one is just flat out weird shit going on!

Dead Heat (1988) - the original Zombie Cop movie, with Treat Williams and Joe Piscopo (who is awesome!)

Im probably forgetting quite a few, will add them is they come back to me :)

Its hard to say what REALLY scared me, I watch ALOT of horrors and from a young age so they dont really scare me. Though I do remember the following ones freaked me out when I was younger

The Plane short from Twilight Zone

The Hitch Hiker short from Creepshow 2

Werewolf in London

Watched them all. Liked them all.

Of these three, I only liked The Hills Have Eyes, which was surprisingly good.

Those too :P

I did watch it. I think it started well but dragged on forever.

Great list. Some more stuff to check out. For the older movies, to be honest, I will probably not check them out because I've either seen them or they are too dated and distract from the horror. But thanks for that comprehensive list - I'll be busy for many week-ends to come.

While being "scary" isn't their natural goals, I have to recommend Guillermo del Toro's supernatural works: The Devil's Backbone and Pan's Labyrinth.

Both films are wonderfully made and delve into the supernatural. The Devil's Backbone is a classic ghost story type movie and Pan's Labyrinth is almost like a fairy tale.

Both movies are set during the Spanish Civil War and both are filmed with Spanish speaking actors. Still, they're great films!

And del Toro is actually working on a gothic horror style movie Crimson Peak! Very much looking forward to it. ^_^

Oh, boy, I love a good horror movie.

The Rec series are pretty good, but I still need to watch the last one, Rec 4. Grave Encounters is cool, but the sequel was not as good as the original.

I would recommend Apartment 143 too. There's some good scares.

V/H/S is awesome, but be warned that it has some NSFW sequences.

There's one called House Hunting, but I don't remember if it has supernatural things. Still, I would recommend it.

Also, if you are up to some japanese horror, I would recommend "Noroi: The Curse". It starts weak, but it gets better along the way.

(1994) In the Mouth of Madness - the special effects are very dated (hell they didn't even look all that good at the time) but this movie got in my head toying with the concept of mass perception. Creeped me out at 17 years old.

Someone else mentioned Steven King movies, unfortunately I think most all of them suck.  The best of them in my opionin are the ones from the mid to early 80's. The books are soooo much better with rare exceptions (none of which are horror) The Green Mile, Shawshank Redemption, Misery & Stand by Me.  - those 4 lived up to the books or at least came closer than any other adaptaions in my book.