Agree on the very end of Blair Witch.
The scene in Salem's Lot where the vampire kid is hovering outside the window, scratching it asking to be let in:
http://www.youtube.com/watch?feature=player_embedded&v=eC5HZzjjI9Y
Actually the written version creeped me out more than the TV movie version.
Helter Skelter creeped me out because it was real.