The most frightening film I ever saw was Hush...Hush, Sweet Charlotte. It really played with the mind, and it was deeply, profoundly unsettling.
One of the few television series to haunt me to this day, something I find legitimately frightening, is Twin Peaks. The surreal situations, the offbeat humor, and the very human characters are juxtaposted with horrifying scenarios far outside the human experience. It's a fun show and I love it, but after I do my regular watch-through of it and the film again, I always feel a little tense.
The anthology film Screamtime was pretty fantastic and scary too. Its segment "Dreamhouse" was in turn adapted into a film itself, decades later, and it is the standout most excellent segment from that film.
John Carpenter's Prince of Darkness is a mixture of horror and science-fiction and does a great job building atmosphere and suspense, as well as being an effective, cerebral horror that gets under the skin. I first saw it at a very young age, and it haunted me for years. It's now one of my favorites, but I still do find it unsettling in concept as I find it excellent in performances that I can now appreciate.
In terms of best overall film for the season, I'd recommend The Monster Club for its delightful performances, odd and unsettling segments, and not to be outdone -- musical segments featuring genuinely talented performers, some of whom would go on to much wider renown!
Kuon is one of my favorite horror games. It's a kind of obscure hidden gem from the PS2 era, and it's well worth playing. It's an understated horror and very subtle, but deeply unsettling.
