I would really recommend The Woman in Black The Woman in Black (1989) (TV) if you can get your hands on it. It was a TV movie made for ITV (I think) in the UK. It's based on a short story, and has been running in the west end at the Fortune Theatre for years. It absolutely TERRIFIED me when I saw it, there wasn't one point during the film where I felt I could relax...
It's available on DVD I believe, at least it is on eBay.
Also Carnival of Souls (1962) is REALLY creepy... Carnival of Souls (1962)