Scream 4/Nightmare Fuel


 * The bit with Kristen Bell and Anna Paquin in the opening, even if it's just part of a Film Within a Film. The way that Kristen just stabs Anna in the gut, and then calmly tells her to sit down and watch the movie, is chilling. Since you expect the killer to be wearing the Ghostface mask and robes, it's a definite left hook.
 * The fact that an normal everyday person could turn into a horrifying serial killer for fame is truly scary.
 * while the police are supposed to be right outside of the house keeping watch, reinforcing that there is no such thing as "safe" in a horror film. Combine that with the fact that she got arguably the most brutal death in the entire series.