I'd have to go with the "keep it mysterious" theme. What scares people most is the unknown, and your players will have a greater ability to freak themselves out than you have to scare them. Give them enough rope and they'll hang themselves, as the saying goes. The scariest things are things that have no explanation, forcing the players to come up with their own ideas, which will scare them more than anything you could have thought of.
The best movie I've ever seen for this is The Mothman Prophesies. You don't really see anything scary going on, but you hear testimonials of people who've had freaky things happen to them. And nothing is ever really explained. It just... is.
This would be hard to use as-is in a game becaue it involves modern technology, but maybe you can derive some inspiration from it. The freakiest thing that ever happened to me in real life was in college. It was 3 in the morning and I couldn't sleep. I had a single, so I was all by myself in this little room with the shades drawn and just a small light on so I could read and hopefully tire myself out. The phone rang. I stared at it, wondering who knew I was awake, and just let it ring so the voice mail would get it. My window was actually on the ground floor behind a bush, so it would be very hard to see that my light was on, but I peeked out the shade anyway to see if there was somebody out on the quad who could have called me. No one. After waiting a few minutes my curiosity overcame me and I dialed into the voice mail system to hear the message. It was two, possibly more people, speaking over each other in either gibberish or another language. The only thing I could understand was my own name, spoken several times. I was so freaked out I slammed down the phone and crawled under my covers. After about a half-hour the phone rang again. I didn't answer it and didn't check my voice mail until the next day. I wanted to shut off the light so it looked like nobody was home, but I didn't wanna sit in the dark. I think I lay awake until 4 or 5 in the morning.
The next day I found out that a bunch of kids from town had gotten drunk and started making prank calls to numbers all across campus. They probably heard my name from my outgoing voice mail message ("Hi, this is Nicole, please leave a message!"), but at the time I was just so freaked out that this didn't occur to me.
Another lay-awake-all-night situation was linked to the movie The Ring. The premise is that there's a video with all these freaky images on it that causes people to die seven days to the minute after they've seen it. A girl climbs out of their TV and slaughters them. I saw it during winter break at college. The images on the video freaked me out more than the actual movie. I was freaked out and had trouble falling asleep the first two nights after watching the movie (which generally happens after I see movies like that), but then I got over it. I went back to school and lay down in my single to sleep my first night back. Then my eyes snapped open as I realized that it was nearly seven days to the minute that I had watched the movie. My TV was right next to my bed, and I went back and forth between pretending it wasn't there and staring at it with unblinking eyes.
And one more story that's related, but more funny than freaky. A college professor once told us in class that he was easily scared by movies and usually hated going to see scary ones. But somehow his friends had convinced him to go see Blair Witch Project. They sat at the very back of the theater. At one point during the movie (which keeps you tense, waiting for something to happen) his friend tapped him on the shoulder suddenly and said, "Boo!" My professor screamed. The guy in front of him screamed. The guy in front of HIM screamed... and it went down the rows all the way to the front of the movie like falling domonies.