No movie ever gave me nightmares but The Exorcist would be the one that shook me the most.
Now, a long true story about having the **** scared out of me while watching a non-scary horror movie.
This happened about 20 years ago. I'll set the scene: Living by myself in an old house out in the woods, 800 wooded feet off of the road and no external street light so it's pitch black outside. It's around 10:30 at night and some stupid, non-scary horror flick is on Sci-Fi and I'm sitting there watching it in the dark with only the kitchen light on in the next room. Even though it wasn't scary, I found myself leaning forward in my easy chair during the crescendo at the end. At the exact moment the horror reached its peak, something started pounding on the window about a foot and a half away from me. I promise you if I would have been due for a bathroom break, I would have let fly right then and there. It took my breath! The first thing I thought before I even moved was "Gun! Bedroom!" so there was no time for that. I killed the tv, took 3 steps which covered about 15 feet locking the carport door, grabbed a flashlight and an axe handle that was behind the carport door and killed the light in the kitchen. I then drew back the axe handle in one hand and turned the flashlight on that window and slowly approached. I could see nothing in the window or beyond in the wooded yard as I approached. As I got to the window, I shined the light down and right below the window was a huge boar coon. I'm guessing that he climbed up the brick and was sitting in the window and started scratching himself and was hitting the window. That was easily the most terrified I've ever been in my life! Once I saw the coon, I knew that nobody else or nothing else was around so I was able to get a nice, peaceful night of sleep while laughing at myself.