Scary book recommendations?

Gone Girl was creepy in a quiet, disturbing way. (and Gillian Flynn's 2 prior novels too)

You could check out H.P. Lovecraft.
One of the real classics and more creepy than scary imho.

Agreed on Lovecraft; he's a classic and has influenced so many other writers after him!

Also, I just finished "Haunted" in my Chuck Palahniuk class. It's more gore than scary, honestly, but it's about a group of people locked in a sealed building and to pass the time they tell each other stories. But seeing the lengths people will go toward themselves and others to make a better story is pretty creepy.

Apparently "House of Leaves" by Mark Danielewski is classified as a horror novel. I'm not sure I totally see that, but it does have my pretty good psychological elements that could freak you out. It's about a manuscript that was written to prove a fictional move exists and as the reader reads the manuscript the more drawn in he becomes and starts going mad trying to prove the fictional movie exists. But I *always* recommend "House of Leaves," so maybe I'm just biased.