Few books have actually scared me. The ones that pop immediately to mind are (all Stephen King, since I have read him most) the topiary animals in The Shining, the werewolf in the basement in IT, and the cellar stairs scene in Bag of Bones. Oh and also the description in The Boogeyman of the silent (but not too silent) encroaching of the boogeyman in the house.
The most merciful thing in the world, I think, is the inability of the human mind to correlate all its contents. ... The piecing together of dissociated knowledge will open up such terrifying vistas of reality, and of our frightful position therein, that we shall either go mad from the revelation or flee from the light into the peace and safety of a new dark age.
~ Howard Phillips Lovecraft