The Mist- I've been terrified of fog since the 80's- that's when I read it.
The Shining- I had it as part of a boxed set, loaned it to a friend and when they tried to return it I refused to take it. The book and the movie scared me so bad, that (and this tells you my age) when it was on TV, I would refuse to go past the channel it was on- if I was watching something on channel 12 and wanted to go to channel 8, and The Shining was on channel 10, I would turn the dial the log way around, just to not pass the movie in case the dial got stuck there.
The Hyde Effect-by Steve Vance- read it over 20 years ago and it scared the bejeebers out of me. I ordered a copy from Amazon, just to see what scared me so bad, and yep, scared the bejeebers out of me again- think werewolf, government testing, and locked facility- what could go wrong?