The original Halloween. The entire movie sustains a great aura of dread and tension. Come to think of it, so do the first two Alien films. I was quite scared watching Aliens at age 11 on City TV back in 1988.
The Tarzan film Greystoke. Those apes scared the shit out of me. My mom relates a funny story of taking me to see that film when I was 6, and then being scolded harshly on the way home by me for taking a child to such a frightening film!