I like my horror reads to be absolutely chilling and of the mind-fuck variety, so I'd say very scary for any title here.
It - Stephen King : Beyond how inherently scary a concept a boggart is, and one written by King at that, what terrified me in this book is the truth of how helpless children are against adults, their power and their belief in other adults. It's always that scene where Bev is running from her not-dad, and no adult even stopping, because it rings so creepily real.
Lolita - Vladimir Nabokov : I don't get why anyone would mistake this one for a romance. Ever. That's the ickiest, most compelling and therefore scariest, unreliable narrator of literature. Real horror.
Misery - Stephen King : This one gave me palpitations. It gets violent and there are lasting consequences.
Ponies - Kij Johnson : Maybe horror is not the genre one would put it, but this little does cause horror. I never read it again, but I still feel like crying when I remember it.