The film that got under my skin more than any other was 'The Blaire Witch Project'
I watched it on DVD when first released rather than the cinema. Man, that film really spooked me up. More so for the reason that -
1) The situation they were in would scare the living shit out of me...The Dark, the dark woods, tent being bashed by little kids, being alone....All of that freaks me out...
2) I was stoned when watching it....Always helps :)
Man, I'm getting goose bumps even when I'm typing this shit