Oh, what about "Sunset Blvd."?
I have read some analysis about it which make the point that "Sunset" could be watched as a horror movie. I bought the DVD yesterday and watched it, and what can I say? It's very, very, very creepy, nightmare-creepy, almost unbelievably so when one considers it was a mainstream product from a major studio in a very conservative era. It's more accurately described as a psychological drama, of course, but the topic is alienation and madness, which has always provided good material for chills.
The introduction of Norma Desmond's character, for instance, can be considered alone of of the great horror set-ups ever filmed. Everything is perfect, spot-on - and deeply unsettling: A decaying gothic manor, a spooky butler, an organ that plays eerie music by itself (there's a pretty ordinary explanation for the phenomena, but the effect is attained nonetheless) and Norma Desmond herself - her face most specifically, which in the final scene of the movie, as she gestures towards you, the viewer is guaranteed to give anyone the howling fantods).
The best horror stories always suggest rather than show, and the implications of everything that Joe Gillis sees when he enters the manor are very disturbing. As I watched this scene I tell you I was a very happy spectator, though creeped out beyond my senses: You don't usually get this sense of potency, of concentrated evil atmosphere in the movies anymore (think "Rosemary's Baby" from the New Year's Eve party onwards - yes it's that ominous, and actually even slightly more so because "Sunset Blvd" doesn't have any supernatural elements - it's just a very ugly and bitter and sad story). There's a particular scene involving a chimpanzee's arm which made me go "Oh My God Get Out Of This House RIGHT NOW YOU IDIOT", and the fact that it's all accomplished within the limits of a realistic setting only heightened the sense of horror.
Admittedly, there are long patches in the movie where things get safer and saner, bringing the movie closer to other genres, such as love story, noir, even comedy albeit of a very very sad and biting nature - but the ending recuperates the creepiness factor and amps it up in a climax that deserves it's fame. Norma Desmond's eyes and her freaking talons gesturing at the audience as she finally gets the closest thing to a close-up she'll ever get.