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.
Well, the one where 'I woke up in a coffin. As I screamed, I realized I was buried six feet under.' is quite terrifying. Just the thought of being trapped alive underground is a nightmare.
Well, there's 'My daughter won't stop crying and screaming in the middle of the night. I visited her grave yesterday.' Also, 'I heard a noise from the basement. The power has been out for days so it couldn't be the furnace.'
I think 'I heard a child crying in the basement. But I live alone.' is quite terrifying. The idea of a crying child in a place where no child should be, especially when you live alone, plays on our fears of the unknown and the supernatural. It makes you wonder what could be down there, and the thought that it's not a normal, explainable situation is very frightening.
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.
The suddenness is really scary. For example, in stories where a normal situation suddenly turns terrifying like a quiet room and then a loud, unexplained noise. It gives no time to prepare.