If you were to ask the 9-year-old version of me what the scariest movie ever made was, he would say it was Twilight Zone: The Movie -- a film so terrifying that I was reduced to tears merely by my father's description of it.
Specifically, he was telling us about the opening sequence, the one that begins with Albert Brooks and Dan Aykroyd listening to "Midnight Special" on a cassette tape and ends with Aykroyd saying, "You wanna see something really scary?" and then making good on his pledge. For some reason, the way my dad retold this story -- which really is a good campfire-type story, when you think about it -- scared the living daylights out of me. I immediately freaked out, sobbing and screaming. The mere idea of the story tormented me, to the extent that I couldn't actually watch the movie for years to come.
(If the preceding anecdote gives you the impression that I was a total pansy as a child, that impression is accurate.)
I did finally watch the film a couple times as a teenager and young adult, and again recently when it was released on DVD for the first time. That prologue with Aykroyd and Brooks? Still pretty great. You don't know it's going to have a scary ending because most of it is just the two men talking about old TV shows and their favorite Twilight Zone episodes. That "You wanna see something really scary?" bit comes as a shock, an abrupt change in tone that exemplifies The Twilight Zone's single best attribute: the ability to surprise us.