Terrifying Children's Books

Flavorwire has a list of the 10 most terrifying children's books from around the world. The Dick Smith Library owns several of these:

• Struwwelpeter by Heinrich Hoffmann
• The courtship, merry marriage, and feast of Cock Robin and Jenny Wren, to which is added The doleful death of Cock Robin illustrated by Barbara Cooney
• Outside over there by Maurice Sendak

The two books that frightened me most as a child are Der Struwwelpeter and Wilhelm Busch's Max und Moritz (available at the library as part of The genius of Wilhelm Busch edited and translated by Walter Arndt).

What books scared you when you were little? Are there any you'd add to this list?