Hmmm...by scary I conceive not a movie in which there is much gore, blood, nor am I scared by sudden ugly faces, or atonal musical effects. These have their underlying heuristic psychological modality. Being aware of that makes my brain somewhat immune to them. Now I'm rather scared of movies that relate a story that could actually happen with me or anyone else any time, a situation you can't escape. Now of course these movies may also include horroristic elements like scary faces or sudden sound effects, but that's not what scares me about a movie, it's more about the story itself. (Movies about exorcism don't scare me because I don't believe in demons possessing humans and stuff, nor do I believe in ghosts).
So, a typical example is the Saw movies. What if a madman would really abduct me and put me in a situation like those in the movies?
Or, home invasion movies (not just Strangers or You're next, with masks [masks are scary because they represent the unknown, thus it's harder to protect against], but even movies like Knock knock. Other thrillers like Side effects or Eden lake are also scary to me.
