I already mentioned one movie in a reply (Arachnophobia), but another that really sticks out, and which I watched at an even younger age is The NeverEnding Story.
I remember being around 5 or 6 at a friends' house, parents just left all the toddlers in the playroom in front of the movie and had their social gathering, meanwhile I'm terrified and hysterically crying my eyes out (I'm sure at least a couple of the other kids were too, but I can't remember)..
Artax in the swamp destroyed me completely, and the Darkness and the Sphynx statues, and even Morla scared the living shit out of me (yes, they left us there to watch the entire movie).