Blair witch project. Friend and I were suppose to go watch some other movie but didn't realize we went to watch this one. At the time I lived outside of city and had to walk home some distance through woods without street lights. Boy did shadows move that evening. I totally didn't expect it, even though I find horror movies not as entertaining today, back then that one experience left quite an impression.
It was also first snow of the year, so everything was eerily quiet. I didn't really walk into to the woods. Road was going through it, I just followed the road. However sound of trees and silence snow makes didn't make it any easier. I was a 16 year old teenager then and very susceptible to all kinds of beliefs. Doubt any horror would give me the same feeling today, but these days existence itself is horror with constant dark thoughts, so no problem there.
I didn't even know we were watching horror movie as well. We went to watch something else, James Bond or something like that, but we didn't check the schedule for the day. Imagine our surprise :)