I would say that "The Haunting" (the 1963 version) was the first and truly only time I have been petrified. It was more of a psychological thriller, and in black and white, which is ALWAYS more effective with that kind of genre.
Here's a link for it.
http://www.imdb.com/title/tt0057129/
I saw it on TV, and I think most of my then-grade school classmates had seen it, we were all bleary-eyed the next morning, because none of us could get to sleep.
That movie STILL has an effect on me. I would also say..somewhat, but not quite, the "Legend of Hell House" as mentioned, was creepy too.
I was always more impressed with psychological thrillers of the "unknown" like ghosts, etc. rather than slasher films or monster/alien flicks, as they always seemed like "yeah ,yeah, we know someone is going to get whacked by the creepoid."