This is a really hard question to answer because even my favorite horror films don't really scare me.
For me, the most scared I've ever been watching a movie is "Eraserhead" which is a really weird choice but man, that movie really got under my skin the first time I watched it and it still creeps me out every time I watch it (and I've seen it upwards of 30 times) and I don't really understand why.
For second place I'd probably say "Repulsion". I like "Rosemary's Baby" (another Polanski film) more, but "Repulsion" is about 1000 times scarier (even though Rosemary's Baby is still a super creepy movie). Like, I feel it mixed some jump scare horror (there's a jump scare in there that is only beaten by "The Exorcist III" in my opinion) with a lot of psychological horror and then there's some murders to top it all off, it's just an awesome, terrifying film.
And now for a third weird choice, "Diabolique" (or "Les Diaboliques") scared me so much the first time. I mean, I guess it's not scary, it's just SUPER suspenseful, but I was on the edge of my seat throughout the entire film, and I barely breathed during the entire climax.
Other people have mentioned "Suspiria", which I agree with, and "The Descent" which, while it's definitely not the scariest movie I've ever seen, it's still pretty creepy upon first viewing (and it has probably the third most effective jump scare IMHO).