Ah, so many good choices!
Demon face in Insidious for sure.
In the movie Fear when Mark Wahlberg beheads the family's German Shepherd and throws it through the doggie door. I saw that when I was extremely little, and growing up I had a German Shepherd.
When I was 3 or 4, my dad had given me a VHS tape and told me it was the movie Space Jam. In fact, it was an episode of Tales from the Crypt. I ended up watching it at night, and still can't watch the show to this day.
When I was probably 6, my mom and dad were watching Child's Play, and I had never seen it. Around this time, Furby's were the hot toy, and I had just received one for my birthday. Well, let's just say that Furby's had a tendency to turn themselves on and talk at random. Mine just so happened to do that at about 3 AM the night I watched Child's Play.
Watching the Godzilla remake when I was 6 or 7 during a storm, and having the lights completely go out during the scene where the babies hatch in Madison Square Garden. Yikes.
Another was watching Alien with my grandpa. He is a horror/sci-fi NUT, and loves being scared in general. Well, we ended up watching it at 1 or 2 in the morning in pitch black darkness with every window open in the house. That still is one of my favourite memories.