Not something that happened while I lived in my neighborhood, but the aftermath, etc. was scary to all of us. Pretty famous case; In the early 1970's, a man killed his entire family, wife, mother and 3 kids, and left them in their house. Where they were not discovered until a month later. He had arranged with the kid's schools etc. for them to be away, so no one missed any of them, until the neighbors got suspicious that lights left on had burned out, called police, who found them. He managed to escape, and stay on the run for almost 18 years, under an assumed name, doing what he had done before, workwise. Until he was profiled on America's Most Wanted, and the eerie thing was the bust that was made of what they thought he might look like, was quite accurate, right down to his eyeglasses!
Anyway, the scary part was when I was 12/13, and my parents would go out and leave me and a friend home, we would scare ourselves silly, thinking he was coming to get us, since he hadn't been caught...but after he was, we realized that there was no way he would have; he just snapped, and then continued on with his life.