I've found that fear = atmosphere/information. You can go through all the trouble you want to set up the atmosphere, but if the players know exactly what it is they're up against all the fear goes out the window.
Sometimes the smallest things can change it entirely. For instance, I took a Mohrg from the MM and simply changed its appearance so it resembled one of the Lickers from Resident Evil. Suddenly they were scared of it because it was unfamiliar. Another trick is if your players assume too much, change it. For instance, if they assume that silver would work on something despite not having any appropriate knowledge, swap it out for cold iron.
Make some random dice rolls behind the screen. Then ask for spot and listen checks. Sometimes even going into initiative when there's no real danger can make players really paranoid.
Sometimes the smallest things can change it entirely. For instance, I took a Mohrg from the MM and simply changed its appearance so it resembled one of the Lickers from Resident Evil. Suddenly they were scared of it because it was unfamiliar. Another trick is if your players assume too much, change it. For instance, if they assume that silver would work on something despite not having any appropriate knowledge, swap it out for cold iron.
Make some random dice rolls behind the screen. Then ask for spot and listen checks. Sometimes even going into initiative when there's no real danger can make players really paranoid.