Recently, I'd say The Invitation was pretty intense. I wasn't expecting much, but it's one of the best and most classic horror films I've seen in years. I was on the edge of my seat the entire time.
Get Out, while overhyped (it's pretty much The Stepford Wives meets The Skeleton Key, so if this deserves Oscar noms, so do those), was pretty solid.
I really love the Malevolence trilogy. They're some of the closest things I've seen to capturing the feel of the original Halloween (David Gordon Green and Danny McBride should have watched these and taken some notes).
I loved Hereditary, but I do think the last 5-10 minutes sorta put a damper on things. Everything seems wrapped up so neatly and it turns into one of those made for TV 70's Satanic panic movies.
The Unfriended movies are shockingly fun and do some creative things with their concepts. I also really enjoyed The Neon Demon (but it's very style over substance). There was a no budget indie I stumbled upon on Amazon a few months ago called Blessed Are the Children that really creeped me out. It's really rough around the edges and some of the acting isn't great, but it actually surprised me and I can't tell you how rare that is these days. It's about religious fanatics that go after women who have gotten abortions (and their friends/family/boyfriends/etc.) I even jumped a few times, which I rarely do anymore. Still, your enjoyment will depend on your tolerance for super low budget movies and all that comes with them.
If we're talking older movies, you can't go wrong with The Haunting, Repulsion, Rosemary's Baby, The Sentinel, The Stepford Wives, Halloween, Carnival of Souls, Let's Scare Jessica To Death, Silent Scream, The Burning, Candyman, Scream, Trilogy of Terror, My Bloody Valentine, A Nightmare on Elm Street, Sleepaway Camp, Carrie, Dressed to Kill, Visiting Hours, etc. All very good (and even creepy/scary) movies.