The original black and white movie(not the fairly recent remake) "The Haunting" directed by Robert Wise. I saw that when I was five and scared the crap out of me. The movie didnt use a lot of special effects(it was made in 1964, it plays to your imagination and to me, that makes a great movie and story. The movie is based on Shirley Jacksons book by the same name. Jackson also wrote the famous short story that is often required reading in high schools, "The Lottery", which is frightening also.