I remember being pretty damn freaked out by A Nightmare on Elm Street when I was ten.
Also watched a lot of Hollow Man when I was fourteen for obvious reasons. And, in hindsight, that is a pretty ****ed up movie with scenes of rape and groping depicted in a alluring manner.
Friend of mine saw The Fly when he was a kid, which seems almost like an origin story.
I consider my viewing of South Park: Bigger, Badder, Uncut as absolutely formative, both of my viewing habits and my language. That… did not go well for a few years. 
yeah… south park…:)
An older movie, The Days of Wine and Roses, was pretty rough for the ten year old I was when I saw it on TV.
I saw Last House on the Left in the theater when I was about 10. A friends older brother bought us the tickets. I could barely eat for a week.
The Faces of Death series, and plenty of Euro sleaze on pay channels, both of my own accord. My mom was also a good source for weird stuff, which was odd because she was an evangelical Christian. She introduced me to Eraserhead, grimy giallo stuff, a lot of classic stuff like Taxi Driver that was probably not appropriate for a 10 year old. (And though not an inappropriate movie, having her turn to me as we watched My Beautiful Laundrette to tell me that she thought the gay make-out scene was hot was a bit much.)
The Fly (the original) freaked me out so much when I watched it during Science Fiction Week on the 4:30 Movie that I still have a unreasoning fear of being eaten by a giant spider. Ruined an episode of Gilligan’s Island for me.
“The Manchurian Candidate” was pretty heavy stuff for a seven-year-old.
Invasion of the Body Snatchers. Not a great idea for a 7 year old with a bedroom window looking out over a thicket of vines.
Alien.
This scene from Monty Python gave me nightmares when I was 5.
I watched The Birds while peaking from behind the couch when I was supposed to be bed. My older sisters were “babysitting”. Still hate birds.
Jaws freaked my 7 year old self out out so bad I would not go swimming for about a year.
Like xizor, for me it was Jaws. I was 6 when it originally was released in the theaters and never saw it then. They did a re-released in the theaters a few years later, I cannot recall the exact year, but I would have been around 8 or 9… maybe 10-12? I recall it being during the summer because I think I went to see it in the matinee a half-dozen times or more. I still dislike the ocean or any “natural” body of water.
As a tween: Clockwork Orange, Kentucky Fried Movie.
My mom freaked out when she found out that my dad let me watch “Porky’s” with my cousins when I was 11.
I read Jaws when I was about ten and started feeling nervous in the swimming pool. 
As for movies, I remember being utterly mortified (again, about age ten) watching Steve Martin’s The Jerk with my grandpa. I don’t recall any nudity but there were definite sexual situations that made me wish one of us was someplace else.
Saw “Pal Joey” when I was 10-ish. There’s a stripper scene in it. Yowzah!
I was five or so and a babysitter brought over Maximum Overdrive, which I am sure is a VERY stupid movie but which left permanent scars.
I saw Videodrome late at night at a cousin’s house and it freaked my little mind.
Y’know…the only movies I remember being freaked out by were on the Disney Channel.
Hell, I saw Red Dawn on TV when I was six, and it was far less scary and disturbing than the old Watcher in the Woods trailer.
“Help…me…”