To be fair, not many films are scary anymore. Probably through years of watching hundreds of horror and splatter flicks i'm pretty desensitived to film violence and "scary" bits.
That being said there have been lots of films that have induced other emotions without doubt. Irreversible..... the rape scene in that I found really unsettling and the point where you see someone walk into the subway, obviously see whats happening and walk away had me fuming! That to me showed how brilliant, if somewhat disturbing, a piece of cinema that was.