"The Haunting" (1963).
...and it's what you don't see that's so scary. I've always found this film quite disturbing.
I can't think of another film where the whole thing is scary, just certain scenes - 'Ring', 'The Orphanage', 'The Fourth Kind' - all have scenes that make you jump. I love a good scary film but there's been a distinct lack of them in recent years.