I agree with "rosepetel" and "sorrowmovie", The Ring is one of the most scary films of the past 15 years or so. I also liked Dog Soldiers, Hostel, You're Next, Wolf Creek, Final Destination and 30 Days of Night. And before all of them, there was Jaws (Happy 40th Anniversary!), The Changeling with the great George C. Scott, Them! and the original The Blob with Steve McQueen. (Those last two scared me silly each time I watched them as a young boy, usually late on Saturday nights or early Sunday mornings.)
There are lot. But if I'm going to choose one, Event Horizon would go to #1 spot. Among the movies listed at https://megamovies.cc/ in the horror genre, I'll choose Blair Witch. It scared the hell out of me.
The first Blair witch project was super scary, saw it when I was in a kid. Dark room, TV up kinda loud, super late at night. Shit was insane. I'll have to think about some other movies though, I don't really scare easily, but I do get pretty intense into scary movies.
Blair Witch Project
Event Horizon <--- was more of a good movie than it was scary