I don't think it's very interesting when readers recount having seen unsuitable horror films at too young an age. What's more interesting is being terrified by things that children are supposed to like, such as Watership Down, Chitty-Chitty-Bang-Bang, Alice with a really long neck.
I have said before that I found the Czech kids' TV show (shown on BBC in the sixties) The Singing Ringing Tree utterly terrifying as a child. But also strangely beautiful. Here's a summary of the horror. The prince becomes a bear. He just stands their looking miserable and he becomes a bear! Aargh. Bodily transformation scared me as a child - Medusa turning people into stone also scared me rigid. Singing Ringing Tree also had a bloody scary fish.
ETA - just thought of another one. The Happy Prince by Oscar Wilde. I sobbed my heart out.