I've mentioned these before, I think, but what the hey.
In The Mouth Of Madness
Couple of really creepy scenes (the highway scene in particular), but gets a bit comical at the end. Still, great movie.
REC
Everyone's propably seen this, but the ending creeped me the fuck out. Avoid the remake and all sequels.
Dead End http://akas.imdb.com/title/tt0308152/
The acting is a bit hammy at times, but something about this scared me.