This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Edgar Allan Poe
The Black Cat
The decaying mental health of the protagonist, and the way he treats the poor cats, is very unsettling.
"Gentlemen, I delight to have allayed your suspicions. These walls — are you going, gentlemen? — these walls are solidly put together."
And, of course, what they find inside those walls...
She was alive and conscious while he was messily yanking out her teeth. Ick. (And she was not alive after, which might just have been her finally dying from the illness they thought killed her before, but...) It's worth noting that even Poe thought he'd gone a little far into gruesomeness for gruesomeness's sake with this story.
In animated adaptation, the moment when the characters start screaming and there's a closeup on their distorted faces.
The Facts in the Case of M. Valdemar
The whole concept of this little-known tale is terrifying. A man hypnotized on the brink of death is frozen there for weeks, and when he's brought out of the trance, he rots, in a matter of seconds, into a putrid mass. This story must have been doubly unsettling to the people who thought it was a real scientific report back when it was originally published.
Harry Clarke's illustration◊ of the finale is so well-executed you can almost smell it.
I have been sleeping... and now... now... I am dead.
A person's first reading of this is sure-fire sleep deprivation.
The Masque Of The Red Death
The description of the disease, and the ending.
"And now was acknowledged the presence of the Red Death. He had come like a thief in the night. And one by one dropped the revellers in the blood-bedewed halls of their reve, and died each in the despairing posture of his fall. And the life of the ebony clock went out with that of the last of the gay. And the flames of the tripods expired. And Darkness and Decay and the Red Death held illimitable dominion over all."
Illustrators seem to be in a competition as to how horrifying they can make the masked guest. A prime example here.◊
The Murders in the Rue Morgue
Historical note: The first detective story, ever. The murderer's identity kind of ruins it as murder mystery, but ramps up the scare factor.
The Pit and the Pendulum
The whole chamber is horrifying, especially the thought of being crushed by two, moving walls.
Helplessly watching your death tick closer and closer... tick tock, swish swoosh.
"The Tell-Tale Heart", while creepy, doesn't fall into this when you just read it. But that dramatic monologue, acted aloud in a theatre, increasingly hysterical and seesawing between cool description and feverish mania, with the last line either screamed or sobbed — yeah.
You think that's creepy? Try the audiobook version. Following the scene where the narrator does his thing, they start playing a sound every second or so. At first you think you're hearing things, until the point where it gets loud enough to know that you're listening to a heartbeat.
Meeting your exact doppelgänger is kind of scary and eerie, but having him being stuck with you and trying to catch up with your every step? Double scary. And murdering your doppelganger in front of your blood-stained mirror while you're also indirectly dying? Eerie.
Plenty, from Pym being stuck inside a pitch black storage room, slowly starving to death, to Pym and several other men being stuck on a half-sunken ship, slowly starving to death, to Pym and another character being stuck on an island of crazed natives, slowly starving to death. But the crowning example has to be the final chapter. Which is the Ur-Example of the Cosmic Horror genre