Actually Scary Movies

CW: Spooky stuff ahead. If spooky movies are an escape for you, cool. If not, I wouldn't recommend them. Stay safe out there.

Before the list, some tips on scary movies. Your mileage may vary on all of this.

If you don't like scary movies, don't watch them. If you're just spooked out by the idea of horror movies, don't even read the list.
Don't make other people watch them if they don't like them.
If you watch a scary movie with someone hard of hearing, and the sound has to be up higher, the movie is scarier.
Same deal with watching in a movie theater. It's louder and that's scarier.
If you do something to engage your mind (something "left-brain-y" especially), you won't be as scared (or laugh as much). You can use this as a strategy to go a little beyond your spooky tolerance, or avoid it if you want to engage fully. Having a laptop in front of you with something like Duo Lingo up and the mute button not too far away is a safe strategy.
A lot of movies are particularly brutal against women. I can't summarize any better than Siskel & Ebert did here. This accompanying article introducing the videos also provides good context there. This list includes those those movies, because those themes are scary to me. I'm in no way endorsing the attitudes of the characters or creators of these movies.
Watching a movie with a person who jumps and screams makes a movie scarier (again, don't make people watch scary movies if they don't like them). So if you want to be scared, find a friend who gets scared too.
Watching movies that aren't that scary one after another can still have a cumulative effect... at least, I've noticed this in myself. Maybe it applies to you as well.

Note: This list doesn't make exceptions for any particular type of brutality or other content.

These aren't necessarily my "favorite" movies. Plenty of these are irredeemably dumb, violent, or problematic in a billion different ways. If you're in the mood to be grossed out, freaked out, disturbed or scared, it's not a bad list.

They're like spicy food. Some have "jump scares," that wasabi that hits the your mouth and fades. Others are ghost pepper extract that'll fuck up your digestion for days. A lot have both. Jump-scare-only movies didn't make this list. These are ones that genuinely left me unsettled or scared.

The List

Hostel
The Last House on the Left
Videodrome
The Babadook
The Strangers
The Woman
Irreversible
It Follows
Antichrist
Compliance
The Cell
1408
They Look Like People
Requiem For a Dream
Lights Out
The Body
The Grey
The Witch
Karla
Green Inferno
Human Centipede 1–3*
Get Out
The Road
Jacob's Ladder
The Purge series
The Other Side of the Door
Silent Hill
Ravenous
Dumplings (Chinese)
Old Boy (Korean)
Hellraiser
The Wicker Man (Original)
Europa Report
Upstream Color
Toad Road
Enter the Void
Cannibal Holocaust
Ichi the Killer
A Serbian Film
Naked Lunch
Sleeping Beauty (2011)
Cube
Pontypool
A Dark Song

* I know, but seriously, the progression of evil executor progresses through the series as 1st, an evil mastermind, to 2nd, an inept but inspired copycat, to 3rd, a government attack against the prison population. This is a major arc that more episodic series lack. Another notable exception is the Purge series, which frames each movie through the struggle of: a family, then along class/racial lines, and finally with politics.

If you want to watch movies that aren't super scary, but still have a horror vibe, I'd go with these:

Mostly Fun/Not that Scary

(Again, these still might be scary for you. When in doubt, don't watch!)

Housebound
Shaun of the Dead
Cabin in the Woods
Evil Dead 1, 2, and Army of Darkness
Death Proof (part of Grindhouse)
The Girl with All the Gifts
Gravy
Ghost Cat
Tusk
What We Do in the Shadows
The S from Hell
Gothic
Tim & Eric's Bedtime Stories
Parents

Brutal Documentaries

Interview With a Cannibal
The Cannibal who Walked Free
Keep the River on Your Right
The Act of Killing
The Look of Silence
World's Scariest Drug (Vice Doc)