Cold Case
I watched the first episode yesterday before bed and got utterly freaked out. I knew the storyline came up again in the season finale so I just watched it online to get some resolution and freaked myself out more!
Those episodes were seriously the scariest thing I've watched in a long time. They were so well done I was holding my breath and seriously creeped out and scared. It was very psychological - he knew so much about the detectives and the victims and was so calm and sociopathic *shudders*. And he made Lilly cry. Not on. I'm so glad I didn't watch that when home alone. Really well done and terrifying as a result.
OMG creepy guy was in The Others (tv show, not film), I knew I recognised him from somewhere, but he wasn't creepy in that!