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...