Dr. Who Silence in the Library/Forest of the Dead (2008)

I might be stretching the definition of "movie" here, but at just about 2 hours I challenge you to find something more frightening than the Vashta Nerada aka "The Shadows that Melt Flesh".

We have mysterious deaths, a monster that hides in the shadows that can strip your flesh bare in seconds AND then use your bones and space suit as a means to walk around.  This is the scariest monster in the Doctor Who universe.  Daleks, aim for the eyestalk. Sontaran, back of the neck.  Cybermen, gold in their chest plate.  Vashta Nerada, just run.

Doctor: "Almost every species in the universe has an irrational fear of the dark, but they’re wrong, because it’s not irrational. It’s Vashta Nerada."

All against the man that monsters have nightmares about;
The Doctor.  When they come after him this is the exchange.

Doctor: Don't play games with me! You just killed someone I like, that is not a safe place to stand! I'm the Doctor, and you're in the biggest library in the Universe. Look me up.
The monsters move  back.

This is a pitch perfect horror episode and no one comes out of it scarred.  I think this quote near the end sums it up.

Donna: How about you, are you alright?
The Doctor: Oh, I'm always all right.
Donna: Is "All right" special time-lord code for... not really all right at all?
The Doctor: Why?
Donna Noble: Because I'm alright too.

Plus not only did this give us one of the scariest monsters for a show known to send kids hiding behind the sofa. It also gave us River Song who might be one of the most interesting characters in the history of Doctor Who.

"When you run with the Doctor, it feels like it'll never end. But however hard you try you can't run forever. Everybody knows that everybody dies and nobody knows it like the Doctor. But I do think that all the skies of all the worlds might just turn dark if he ever for one moment, accepts it. Everybody knows that everybody dies. But not every day. Not today. Some days are special. Some days are so, so blessed. Some days, nobody dies at all. Now and then, every once in a very long while, every day in a million days, when the wind stands fair, and the Doctor comes to call everybody lives."
- River Song.