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Nightmare Fuel: The Lovely Bones
The expression on Mr. Harvey's face, when he takes the washcloth off it, after killing Susie. You almost expect him to growl like a demon.
Stanley Tucci's whole portrayal of Harvey is scary as hell. His mannerisms and behavior toward Susie prior to killing her is bone-chilling.
Susie is raped then cut into little pieces. The only things they ever find of her are her hat, a charm off her bracelet, and her elbow, found by the neighbor's dog.
In the film, the murder is never shown. However, we do get a scene of Susie watching her murderer cleaning the blood off himself in a bath. her blood. And the sack with her body in it. We don't see any pieces. But we do see him throwing it into the safe. Not to mention how creepy the scene at the sinkhole at the end is, when you remember that the safe they're tossing in has a dismembered fourteen year old girl in it!
How about the scene where Lindsey finds the book detailing Harvey's plans to murder Susie? It may have been a Moment of Awesome for Lindsey in that she got away, but she's just so close to getting caught. In fact, even when she knows he's come home, she still reads the book until she hears him run upstairs. The whole time, this troper's heart was pounding and she was saying, "Run, Lindsey! Run!"
There's also the fact that the killer effectively gets away with the murder, and the murder of plenty of other girls. The best consolation is that he dies later in a way that implies that Susie is behind it.