The Little Stranger by Sarah Waters was creepy-scary. Jennifer McMahon has some that are kind of scary -- Don't Breathe a Word was another creepy-scary one I read.
We need to talk about Kevin. UGH, I couldn't finish it. I was really bothered by this.
A child called it. This one was just sad. I met the author at a military base one time, and he was just such a compelling man. I just cried as I hugged him.
ETA: A Child Called It wasn't so much scary BOO scary....it was just scary sad, scary horrifying...that a child could go through so much pain and abuse.
New here! Several short stories by Steven King and his novels The Long Walk and Lisey's Story have really stuck with me.
The book that truly terrified me while I was reading it was Beloved. I read it as a somewhat sheltered college freshman one night while my roommate was out of town. I was so disturbed that I stay up most of the night to finish it.
That summer I started reading Steven King and never looked back, lol.