Anything that can really get in the head of the viewer and make them question their safety while watching the movie or outside the movie. I mean something that just makes them question everything. An example would be like Nightmare on Elm Street, the most current movie, where you ask yourself one question when it's over: "What the Hell?"
lol Anything that scares the crap out of you. Another one off hand I remember is The Descent. It was only scary to me because everything popped out of the dark, it was underground, there was no escape, and I'm pretty sure everyone died or went crazy. Yes, I do scare easily!