Three movies just came to mind:
Mothman Prophesies - very creepy atmosphere sustained throughout. A bit of a letdown at the end, but overall it was a nice creepout.
The Entity - from the early 80's, I thought it was when I first saw it at the movies, but revisiting it and seeing it on video instead, there are moments that come off as pretty scary, thanks to the oppressive atmosphere and hopelessness of Barbara Hershey's situation. Lots of psychobabble and bad sci-fi as well, but Hershey is great. This was supposedly based on a true story, but it's been debunked. Regardless, the movie has some good moments.
The Legend of Hellhouse - from 1973, a tight little thriller based on a Richard Matheson novel, Hellhouse, about "the Mount Everest of haunted houses, the Belasco Mansion". Four people are sent to investigate, a physical medium, a spiritual medium, and a physicist and his assistant/wife. The movie takes place in the confines of the remote mansion, where all the windows have been sealed up with bricks. There's the setup. Nice and eerie. Done decades before CGI effects, and I think The Haunting was a remake of this? I wouldn't know, nor would I really care to find out.