I find all of these interesting, but not scary (and I enjoy mocking vampires, like the girl in my avatar haha)

But some things that legitimately scare me are things like Uzumaki and Gyo, or H.P. Lovecraft.

Something about the idea of an ancient horror killing people, warping those around you, and driving you insane so no-one will believe what's happening just horrifies me... And don't even mention The Colour Out of Space... That's probably my favorite HPL story (partly because it lacks a lot of his notorious racism...)