Too many to give one definitively. Most modern "horror" films to me are just horrible. However, as I've mentioned before, my mother loved horror films, and during my early childhood would take me to the movies with her to view them. Some which terrified me then, and some which gave me a twitch or two later are,
1) The original Dracula with Lugosi. Atmospherically it was, looking back, crude and effective.
2) The Birds.
3) Psycho. The first film to address murder not for gain, revenge, or pleasure, but because of mental affectation. No longer why the murder, but why that way.
4) The Exorcist.
5) The Blair Witch Horror. A movie that proved Hitchcock right. Suspense and mystery plus the human mind will create terror without the need for bloodshed.
6) Alien. Sometimes you do need bloodshed.
7) Aliens. Add the breakdown of order and more bloodshed.
8) The Thing (original). "The needle's hit the top!"
9) The Thing (with Kurt Russell). "I know you gentlemen have been through a lot. But I'd rather not spend the rest of my life tied to this ****ing couch!!" The first horror film to question what it means to be human, and how that affects your humanity.
10) The Walking Dead. Not a movie, but it takes the conceit in "The Thing" and carries it further. If you have society, your humanity, your family, your government, but take away your human-ness, are you still human? Take away society, what effect does that have on your humanity, family etc.? And so on. Plus, the knowledge that one mistake, as innocuous as stopping to look in a mirror, or a sneeze, can have a disastrous effect on your humanity, your family etc. How all of these concepts change continually; and the minute by minute terror on a micro level can make the most A level personality frozen with indecision, or worse, sapping their desire to live in such a world. Love it.