This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / The Poughkeepsie Tapes
This is a story about a Serial Killer. That's not terribly new as a genre, but the added perspective of the killer himself (as a POV character, no less) adds a new, quite disturbing angle to the tired Serial Killer thriller and increases the Nightmare Fuel qualities of the film.
The scene in which the English woman is killed. The shot starts out with a close-up of the woman restrained in the Torture Cellar, gagged with some manner of clear plastic wrapped around her mouth. After a few seconds, some booming music begins playing. Then, from around a corner, appears a white, hollow-looking face. This turns out to be a mask worn by someone (on the back of his head, resulting in a Body Horror effect that only adds to the creepiness) in black wetsuit-like spandex, who proceeds to slowly creep along to the music, on all fours using his feet rather than knees, and slowly disappear from view as he gets closer. He then slowly comes up right beside her, revealing himself to be the Butcher by his plague doctor mask, and produces a hand on which he's wearing a needle-glove similar to Freddy Krueger's knife-glove. He then proceeds to stab the woman in the neck with two fingers, and she begins bleeding from the mouth and ultimately dying.
The interview with Cheryl. Overall not even remotely scary unless you find it creepy that the Butcher cut off her hand.
This is right around the time it's revealed that she tortured herself in the hospital. She may have cut it off herself.
It may not be physically scary but - together with the immediate follow-up where it is revealed that she took her own life declaring undying love for her torturer - it is arguably the most psychologically horrifying scene in the whole movie. Probably the darkest depiction of Stockholm Syndrome in the history of cinema.