italic = I know this (read it or whatever)
bold = this is both scary and well written (some of the others are good but not scary)
* Everyone's favourite Elder Being, Cthulhu.
* The risen Dead from Peter F. Hamilton's Night's Dawn trilogy.
* The Bersekers from Fred Saberhagen's Berserker series of books.
* The machine race from Gregory Benford's Galactic Center novels.
* The eponymous Aliens from the Aliens series of movies.
* A rogue AI - Scott Westerfeld's Risen Empire books, Colossus: The Forbin Project and from Karl Schroeder's Ventus.
* The planet Endurium in the classic PC game, Starflight.
* The Inhibitors from Alastair Reynold's Revelation Space books.
* The planet eater from the Star Trek episode, The Doomsday Machine. (I was really scared by this when I was a kid)
* The wandering superstring from Stellvia Of The Universe.
* The blast front from the exploding core of the galaxy from Larry Niven's Known Space stories.
* The grey goo from Greg Bear's Blood Music.
* The Yuzon Vong from the Star Wars Expanded Universe.
* Galactus, from The Fantastic Four comics.
* The Grendel from Legacy Of Heorot.
* Larry Niven's version of the Kzinti.
* The Reavers from Firefly/Serenity.
* A more personal threat here, the poison gel packs used to 'motivate' people in Gibson's Neuromancer.
* How can we forget God, in the movie Time Bandits?
* The Jain from Neal Asher's Polity Universe.
* The Prime aliens in Peter F. Hamilton's Commonwealth books (Pandora's Star, Judas Unchained).
* The Hypotheticals from Charles Wilson's Hugo winning Spin.
* The Omega Clouds from Jack McDevitt's Engine Of God series.
* The 'Dust' from Pullman's His Dark Materials series. (not scary, but very well written)
* The Shadows from Babylon 5.
* The Triffids from The Day Of The Triffids.
* The Death Star, from Star Wars.
* The Blight from Vinge's A Fire Upon The Deep.