Check these out. Rent one of the foreign ones if you want a real scare...
The re-released version of The Exorcist (1973)
Scene: http://www.youtube.com/watch?v=aBD3lYWxI1Q
John Carpenter's The Thing (1982)
Trailer: http://www.imdb.com/video/screenplay/vi452330265/
Don't Look Now (1973)
Trailer: http://www.youtube.com/watch?v=TYICwstBwnM
Salvage (2006)
Trailer: http://www.youtube.com/watch?v=EssRq85tFKQ
Dead Silence (2007)
Trailer: http://www.youtube.com/watch?v=IcbulUo4b2s
The Descent (2005)
Trailer: http://www.youtube.com/watch?v=4mujk825LXk
I know some of them are old movies, but I'll tell you that nothing much has scared me since I watched them. Here are the foreign horrors...
Infection (2004)
Trailer: http://www.youtube.com/watch?v=eGWuqC-t9xQ
Re-Cycle (2006)
Trailer: http://www.youtube.com/watch?v=me7jZ87WoDg
Audition (1999)
Trailer: http://www.youtube.com/watch?v=yhsrsWcEspc
The Eye (2002)
Trailer: http://www.youtube.com/watch?v=eoA6dxLeWFo
Martyrs (2008)
Trailer: http://www.youtube.com/watch?v=ZNM9kKo4JNU
Inside (2007)
Trailer: http://www.youtube.com/watch?v=ldUsz12kSQU
Frontiers(s) (2007)
Trailer: http://www.youtube.com/watch?v=N_I3zv997qg
Haute Tension (2003)
Trailer: http://www.youtube.com/watch?v=cCP0nHopT7Y