Great question. Yes the answers may subjective but many horrors are well agreed upon. Take it with a grain of salt but these ones truly made me appreciate them for being able to captivate as well as frighten.
THE LAST EXORCISM
The Exorcism of Emily Rose
The Mothman Prophecies
House of a Thousand Corpses
Note: just like the discussion above re Alien & The 4th, the movies above based that are based on the truth wouldn't be there if I didn't believe exactly when watching.
No bad luck, hope some of these are what you're looking for.