Gonna have to leave two comments (hope that's okay!)

Movies- Alien, John Carpenter's The Thing, The Evil Dead trilogy, The Ring, Return of the Living Dead (1985), Fright Night (1985), The Amityville Horror (1979), The Shining, Carrie (1976) (basically everything from Stephen King, haha.) Poltergeist, Troll 2, Let the Right One In (Swedish version), and Hellraiser.

Some of these travel into campy and aren't all that scary, but to me that makes them even better! <XD

Games- Silent Hill 2, Haunting Ground, Yume Nikki.. I actually haven't played a lot of horror games for some reason. :/ I'm not really afraid of them, just never pick them up. There are certain areas in games I find creepy though- like the forest in Fable, the Shadow Temple in OoT, and The Factory in Beyond Good and Evil come to mind immediately.

Creepypasta- BEN Drowned

Urban Legends- I figure you know about most of the common ones like The Hook and The Jersey Devil so here's a weird one I found a little while ago- Bunny Man.

Now a personal story that will make you laugh-

When I was a kid there was a forest by my house with a river running through it. At one end of the river there was a man made dam, we used to swim at that spot almost every day in the summer. The water didn't move fast, and it was only about waist deep so it was fairly safe. You were more likely to step in a leech nest or get bit by a snapping turtle than fall over. At least, that's what we thought at the time. One day me, my sister, and my friend Jacob were taking a walk down there with my parents. As we were walking my dad began to tell us the tale of a girl who got lost at night in the woods, slipped and fell into the river and was carried over the dam. She died, but returned as a ghost, and every night she left a candle where she fell as a warning to other kids. (Or something like that it's been years since it happened.)

Funny thing is as we continued walking, none of us realized my parents were gone. We were all talking loudly and running ahead a bit (of course cos kids do that shit) I think we were all on edge, but still felt safe because they were there. Well what do you think happened when we couldn't find them? Full on panic of course! XD We started running and screaming, trying to get back to the main road as fast as possible. I remember I was leading the charge, but something caught my eye and I and stopped so abruptly my sister and Jacob banged into me. Guess what I saw? A candle... just sitting there in the middle of the road, it's flame flickering dimly in the evening light.

Of course after much screaming and frantic running my parents came out of wherever they were hiding. They were laughing so hard they were crying. <XD What a nasty prank huh? I'll never forget that!

I know a lot of good creepypastas :3 lets see....
seed eater
the statue
Russian sleep experiment
where bad kids go
abandoned by Disney
smile dog
that's about all of the really creepy ones I can think of off the top of my head :/
oh, there's also a couple really creepy animes I've watched
Hirro no kakaera
Elfen lied

As for movies, my favorite is and always will be Alien and Aliens. I also liked Paranormal Activity and The Woman in Black....but then I'm kind of a wimp when it comes to horror movies.

Games...well the obvious answer is Silent Hill. And then there's a whoooooole long list of games I have written down so I can watch Lets Plays of them. Amnesia, of course. Penumbra too. White Day: A Labyrinth Named School is supposedly the scariest game ever made, and they had to make a patch to make it less scary. And of course Fatal Frame, but I flat-out can't watch those games lol. SCP: Containment Breach is another one I can't watch, cuz the monster just freaks me out.

As a native New Jerseyan I have a special place in my heart for the Jersey Devil. Never seen em or know anyone who's seen em, but it's a cool story whether fiction or not. And I know Slenderman has kinda been done to death at this point, but Marble Hornets is always awesome. I should catch up on that.

The movie "Let The Right One In" is good both in the Swedish and US version, though the Swedish one is creepier.

Over the past year or so I've been getting into the "Crossed" universe. That one is definitely not for the faint of heart or stomach... It's horror that was started by Garth Ennis, and if you know what he's capable of at his worst, you know why you should tread lightly.
Take the modern zombie/pandemic myth, with a highly contagious, fluid-borne virus/disease that causes people to lose their mind. In this case one symptom is that their face develops a cross-shaped scar. What makes the afflicted people scary is that they retain their memories and some intelligence and skill (like, say, military people know how to fire a gun or pilot a tank), but they lose interest in anything but... let's call it "fun". "Fun" is, in this case, rapekillfuck.
So they're sorta like the infected in "28 Days Later", except more intelligent and more sadistic. If they know something about you, they will use it against you.
The different "Crossed" stories follow different bands of survivors in the Crossed-infected world. It's rare that you follow a single band or protagonist for longer than an arc. The exception is the (really pretty darn good) webcomic "Wish You Were Here", viewable here.

This is really fascinating but creepy as hell.
https://www.youtube.com/watch?v=sAh02EB7SNI

I am aaall about retro horror and Japanese horror (specifically films but I'll indulge anything). Bonus points for retro Japanese horror films (Tetsuo comes to mind, but apparently it gained a cult following in the past few years, so you may be familiar). The 80s were the best time for fantasy and for horror, and of course some great very artistic fantasy horror worlds (Hellraiser and its first sequel are beautiful to me, and you get great views of the Cenobites' world in II). Even films from that time period without a horror focus can be very dark, or have very dark sequences (The Dark Crystal, Akira, The Plague Dogs, even The Fantastic Adventures of Unico gets kinda nuts toward the end).

All of my favorite films have horror elements, so I'll rattle them off for you: Jacob's Ladder (1990), The Fly (1986), The Company of Wolves (1984), Re-Animator (1985), Party Monster (2003), and of course all the great werewolf films like An American Werewolf in London (1981).

Saya in Underworld http://sayainunderworld.blogspot.com/ has lots of great tales, urban legends, and videos from Japan. She recently began to post again after the nuclear plant incident, and I am so relieved she's okay!

I also have lots of esoteric knowledge about cryptozoology, the occult, actual cults, serial killers, ghosts, &c. if you should ever need me :P

I far prefer psychological horror and body horror to slasher stuff, so movies like Jacob's Ladder and Hellraiser are the kinds of things I like, but finding well done ones in the same genre is hard.

I really enjoy listening to Cryaotic on Youtube read creepy stories; he's got the perfect voice for them.

As for games, the most recent one I can think of is an Indie game called The Cat Lady. Wicked story and definitely creepy. Cry also plays that one if you'd rather watch a playthrough than play yourself. SCP: Containment breach is another fairly well done Indie game that's always being updated. If you like SCPs I recommend it.

If you don't know what SCPs are then here you go, lose a few hundred hours of your life like I did! SCP073 is the most infamous one on the internet, and also the one that started the whole SCP phenomenon.

And I know Slenderman has been kind of done to death due to the Slender game and stupid memes, but I /highly/ recommend checking out the original Marble Hornets webseries. It's really well done, and is the basis of most of the original lore for Slenderman. There's a few other Slenderman webseries but MH is the best, in my opinion.

For personal stories, well, here are just a few of my stories. I definitely have others haha.

Last but not least, if you want creepy artists, I highly recommend Zdzisław Beksiński and Skirill are two of my favorites.

And then there's a few blogs like Hell Yea Creepy Shit, Sexy Monsters (and Supercreeps), Cryptid Sideshow, Rainbow Meatsocks (also a fantastically creepy artist), Eeriie, Fuck Yeah Body Horror!, and goddammit I can't find my favorite one :I

Leviathan (1989) is a movie I don't see mentioned much, but it's pretty amazing and something everyone should see. If you haven't seen/heard of it before, don't read anything about it, just find and watch it to be pleasantly surprised. I honestly think it had an even more creepy atmosphere then The Thing at times, and it has 10x more isolated a feel thanks to them being at the bottom of the ocean.

I still love Lovecraft Stories. It's just classic :)