Nightmare on Elm Street - think I was about six at the time I first saw this on VHS, freaked me out and couldn't get to sleep that night.
Now, nothing really SCARES me in the film world, but can creep me out a bit, the last one to really do that was the French film
Ils/Them. The fact that it could happen(unlike Freddy) makes it even worse.
Outside of Horror, you know what has freaked me out the most, I could not sleep properly for days when younger, this guy: