Hmm... Higurashi: When They Cry is pretty creepy, but it's madami suspense than anything. I mean, I highly recommend it if you're into psychological horror, but it's not SCARY per say. Corpse Party, on the other hand, is terrifying... as long as you don't laugh hysterically at the amount of gore. If you can take heavy gore seriously without being grossed out/find it ridiculous, then Corpse Party is scary as hell.
Another is pretty scary- I forgot to look at the genre and found out that it was horror XD! And then there's Tokyo Ghoul that is also horror, but turns out to be my paborito anime of all time lol... anything after that, I honestly haven't watched any other horror anime. Too scared, too chicken. But if you want to watch an awesome anime, watch Tokyo Ghoul. You won't regret it. it has two seasons, 3rd is coming susunod year, one OVA: Jack, and pinto will come out in December of this year.
This is not an Anime just yet it's a manga. But the Video it's self is just pure creepy. When i first watched it i stayed up all night for a buwan scared of the dark. Rabbit Doubt is very scary and creepy. The Anime Man on YouTube his real name is Joey he reccomed us Rabbit Doubt. Check out the Manga online. It's not yet an Anime. But people make creepy bidyo about Rabbit Doubt still. Watch is and beware the creepiness is to much. This is just to much and i can't stand to watch this video anymore. Copy and past the link into the paghahanap bar at the tuktok of the screen to watch a scary creepy Rabbit Doubt Video. https://www.youtube.com/watch?v=LY8ygmuJNz4