The issue, I believe, with various people's opinions about which works of fiction are scary--and whether fiction is scary at all in some cases--are due, mostly, to what each individual finds horrific. For me, what is truly scary, is the idea that you could be walking along on a regular day and everything seems normal, and then something odd happens. At first, you might not notice, but the oddness will grow and the veneer of the mundane world will begin to slip, and you will come face-to-face with dangerous things you can't reason with, that defy rational explanation. My greatest fear is to sink into such things and become lost, that perhaps such things are more "real" than those we perceive on our happy little trips to the grocery store or the bank. Now that's scary. But others find other things scary. What about the man who stands outside your window at night grinning insanely? Or the spiders that hatch in dark corners of the house and crawl into your ears and mouth while you're sleeping to lay their eggs? Or perhaps the asteroid that is surely speeding toward the Earth with its grinning moonface of death and extinction? But most, unfortunately and unhealthily, attempt to deny and hide from their fears. As far as those naysayers who say fiction is not scary are concerned, all I can do is sigh and shake my head. If you have the imagination for it, there is fiction out there that will terrify you. You have only to look...
So these are a few titles to begin with. I'll have more for you soon enough. ;)