The go-to standards would be The Thing, Dog Soldiers, Nightmare on Elm Street (number 3 is great too) and Alien...
Also a big fan of Invasion of the Body Snatchers (Donald Sutherland version), Funny Games, Don't Look Now, the Creepshow movies, The Devils, The Shining, Suspiria and Silence of the Lambs. An American Werewolf in London is brilliant too. And Targets is fantastic, but it's borderline horror movie.
Some older horror movies I love are Psycho, The Innocents, Eyes Without a Face, Black Sabbath (mainly only for the "A Drop of Water" segment) and Les Diaboliques (possibly my favourite movie of all time). The very old-school movies like Frankenstein, Dracula, The Mummy, Nosferatu are obviously worth a watch too but most people probably won't find much genuinely scary about them (except Nosferatu maybe). In fact my favourite of all the Universal horror movies is Abbot and Costello meet Frankenstein, very funny stuff.
And finally, I love the old BBC tv episode of Whistle and I'll Come to You (1968 ). Brilliant for a 40 minute episode of TV.
Probably missing loads but those are the ones that come to mind!