The doctor waking you up in the middle of the night after you've had an epidural and telling you that your baby's heartbeat has dropped. Everything ended up okay, but I was terrified.
The sound of an automobile wreck.
I was once having dinner with a friend and it was storming outside. All of the sudden, the cell phones of what seemed like every single person in the crowded restaurant went off at the same time as a tornado warning was triggered. THAT was creepy.
Someone mentioned above that total silence outside when you should be hearing noises was creepy. I completely agree. As a native-born southerner (of the U.S.), even in the total dead of winter, you hear noises outside at nighttime - squirrels, cars, people, the neighbor's dogs/cats, etc. When I did a road trip home from Alaska through Canada last fall, I found the lack of noise to be extremely off-putting. Let's just say I have no intentions of ever moving north.