The dude in the werewolf costume in the Kurbrick / Ncholson rendition of The Shining. If you never read the book you had no clue what Shelley Duvall was seeing standing there in that room, looking out at her, at the top of the stairs.
Also, the Nameless, Faceless, Many children dropping into that meat grinder in Pink Floyd's The Wall.
Zeether: The boat scene in Willy Wonka And The Chocolate Factory.
It doesn't scare me as much now, but I realized when I saw it again (with Rifftrax on) that
they had a chicken being decapitated projected on the wall of the tunnel. As Mike Nelson said: "Kids love candy, whimsical characters, and...animal slaughter."
But oh man, if that movie was being shown in school when I was a kid you bet I'd find some way to get out of the room. It was that freaky to me.
I have a severe phobia of Disney rides. I don't like being stuck in artificial environments with singing dolls and many of my nightmares reflect on this.
Also the more jolly and innoccent the environment is meant to look, the more if bothers me.
Wonka accidentally captured this perfectly and that movie was also rated towards the top of the 100 scariest movies ever made even though it was intended as a good-spirited children's flick.
It's a common fear and the horror authors that wrote the House of Wax or Wax Works films tired to capture the sentiment as well.