An oldie but a goodie... 1963's "The Haunting", directed by Robert Wise. Just about ALL the scare factor comes from the sound. A primer on making things sound spooky, and all done before digital - not that that makes it BETTER, just proof that a zillion plug-ins don't necessarily make good sound design.
Also someone mentioned "Drag Me to Hell", but for a ...
There are a few that impressed me in different ways!
To begin with, the sound from The Beyond (Lucio Fulci 1981) might be a tab bit crude and coarse, but here it works well! What impressed me here though is a scene where the fact that a ghost girl and her undead dog runs completely silently is heavily emphasized is something I appreciated a lot!
Not everyone was a fan, but I found the use of sound in Blair Witch Project at times freakin scary. In particular, the scenes where they are sleeping in the tent, there is no light and we start to hear weird sounds off in the distance. In terms of intensity I found this film awesome.
Might do you good to peruse the "Films to study for excellence in sound design" for thrillers/horrors,
but these films are what I especially liked for their soundtracks:
The Lovely Bones
I'll think about it for a bit and update my answer if I come up with any newer ones.
recent sound design and mix I liked:
- Girl with the ...
In terms of recent films, I quite liked The Orphanage. I thought the sound of Drag Me To Hell was especially awful. SSD's own Mr. Prebble was involved in /oops/40/oops/ 30 Days of Night, so maybe that's worth checking out...