It's very rare for me to be scared by a film.
One rare example for me was a film idea that scared me without having seeing the film yet.
If you have seen Audition (1999) there is 'that bag'.
A friend of mine who has sadly since died, had just seen the film and went into great detail about the plot, particularly dwelling on 'the bag'.
I stayed in a house in Brighton (where my mother lives) for a while and the front window opened out to a very narrow alley behind the post sorting office.
They were rather wee attractive old buildings and we would frequently be pestered in the daytime by people gawping through the windows like they were some sort of living museum thing.
One night I was typing away on my laptop and in front of me and below the window the better half was typing away on his and I noticed this lank haired woman looking into the house lit up by the nearby yellow street lamp.
I commented on the cheek of the woman and gave her a sarcastic wave.
Without raising her head to reveal her face through her long locks of black hair she raised her hand and slowly waved back.
I was then reminded of the description of the Japanese lass in that film and imagined us both ending up in 'that bag'.
She hung around for a few minutes and we had both worked ourselves up into such a fear through bouncing the notion between us that we couldn't bring ourselves to tell her to bugger off.