For me it's the Higurashi when they cry series
I haven’t really been “scared” by a series per se, but that is immediately where my mind went when I saw this question.
Same. It's less scary and more unnerving but it's a great series
I don't think I can be properly scared by a movie these days but the best "scary" scenes in anime that made me feel uneasy were in Mieruko-chan, even though it's only a comedy show with some horror mixed in. Some scenes from from the first season of The Promised Neverland may also fit the bill
I don't think any anime was scary in the sense that it made me scream or anything. There are disturbing ones though, one of the most known one being Higurashi: When They Cry.
Oh man, I remember watching that for the first time. It was nighttime and there was a thunderstorm. The exact moment that a character's fingernails were ripped out there was a massive thunderclap and my power went out. I've never before or since screamed in horror.
The last part (or two parts?) of the Vampire Princess Miyu OAV when I first saw it ~30 years ago. Of course, it probably didn't help that I was watching it at weird o'clock in the morning.
I don't watch a lot of horror, but the slow building tension in Shiki got me pretty good when I watched it a decade ago
