For me it was Event Horizon, that was scary as hell when I was a kid, I had nightmares for months.
They also “leaked” copies of the film for months before it came out. I saw a leaked copy in the dorms in college. Never heard of it, my friends told me it was real footage that had been found in the woods from a group that had been lost. For the first… probably half of the movie, I was convinced it was real.
Very enjoyable experience. I feel bad for all the people who saw it after the hype and were too cool to let themselves be scared by it.