Another really scary one could be 'My phone rang at 3 am. The caller ID said it was me.' It plays on the idea of the self being something other or unknown, and calls at that time are always spooky.
The contrast between the funny and the horror. Like 'My cat brought me a 'gift'. It was a severed finger.' It's absurd yet spooky at the same time. They also leave a lot to the imagination, which makes them engaging.
I think 'The clock stopped at midnight. Then I heard footsteps.' is quite scary. It gives this feeling of something ominous starting right at a spooky time.