I'm gonna have to say Communion because it was the first one that popped into my head.

I don't think it's a scary or maybe even particularly good movie as an adult but I was a kid at the age where I was still worried about monsters under my bed or in my closet when the lights are switched off. So I'm sure the abduction scenes added fuel to my already over active imagination.

Other than that, I'm not sure if I really get genuine fear from horror movies. And I don't really count jump scares as genuine emotion. I think I'd describe what these kinds of movies make me feel as "anxiety" rather than "fear". I think it's why I also prefer supernatural or fantasy type horror to Saw type shit. In a movie like Saw, the anxiety is just unpleasant.