Here's another: 'The old doll in the corner blinked. I was alone in the room.' This is creepy because dolls are often associated with unease, and the idea of it blinking when no one else is around is quite terrifying. It plays on our fear of the inanimate coming to life.
Isolation is another factor. Consider 'I was stranded in the old house. I felt eyes on me from every corner.' Being alone in a spooky place and feeling watched, even though there's no visible source, is a classic horror trope that makes the story very creepy. It makes the reader feel the character's vulnerability and fear.
They are effective because they leave a lot to the imagination. Take 'I heard a knock on the door. No one was there when I opened it.' It gives you just enough information to start picturing all sorts of spooky scenarios in your head. You start thinking about what could have made the knock and why no one was there. It plays on our natural fear of the unknown.
My reflection waved at me. This is extremely creepy because our reflection is supposed to be just that - a reflection. When it takes on a life of its own and waves, it shatters the normal perception we have of ourselves in the mirror. It makes you question what is really on the other side of the mirror, as if there is an alternate and perhaps malevolent version of you.
The doll's eyes followed her across the room. Dolls are inherently a bit creepy, especially when they seem to have a life of their own. The idea that its eyes can move and follow someone is really terrifying as it goes against the normal inanimate nature of a doll, making it seem like it has a mind or some sort of sinister intention.
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.
There's the story of 'The Tell - Tale Heart'. A man kills an old man because he can't stand the old man's 'evil eye'. After burying the body under the floorboards, he starts to hear the old man's heart still beating, which drives him to confess his crime. The psychological torment and the narrator's unreliable mind make it truly creepy.
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.