First - Most certainly "The Birds". I watched that when I was 6 or 7 and birds have ever since freaked me out. I'm in my 40s now, and while I like seeing them, I won't get near them. My dad has a pair of giant McCaws that are allowed to walk around the house. I won't go near them.
The last movie that got me good was "The Conjuring". My wife and I went to see in the theater when it first came out. It gave both her and I nightmares for weeks.
I left out a lot of other great horror horror flicks that have messed with me. The original "Night of the Living Dead" made an impact on me that I didn't realize until I was at a funeral in Kentucky where the cemetery and undertaker looked identical to the movie. My skin was crawling and I was anxious to get out of there. The Rob Zombie flick "House of 1,000 Corpses" was just disturbing. The Texas Chainsaw Massacre part whatever with Matthew McConaughey and Rene Zellweger was also bizarre.
Of course "Evil Dead" (both versions) and "Army of Darkness" are classics......as well as "Bubba Hotep" (check it out if you haven't seen it). All of the NES movies are good but campy.