Now that I'm actually at home and able to look at my collection (lol laptop) and the 3 movies that I can name (having now looked again) that are scary in their own ways are
-The Night Listener
(and one I don't yet own)
-One Hour Photo
River's Edge is such a bleak fucking movie with some genuinely creep performances (Dennis Hopper and Daniel Roebuck stand out). Highly recommended if you haven't seen it, easily one of my absolute favorite late 80's films
The Quiet is more of a disturbing/depressing story about how "The Perfect Family" is hardly ever perfect.
The Night Listener is one of those few really, really good "Serious" Robin Williams films, and it's a bizarre and creepy story.
One Hour Photo is another Robin Williams movie where Williams goes off the deep end of FUCKING CREEPY.