The whole "Mad World" montage at the end of Donnie Darko, with everyone waking up and their various reactions.
When Robin Williams is following Amanda Plummer through Grand Central Station in The Fisher King, and everyone but them starts a waltz... and then, on cue, everybody stops at the same moment and the dream is over. That gives me chills (in a good way).
Alec Baldwin's entire scene in Glengarry Glen Ross... that'll peel the paint right off your living room walls.
The first murder scene in Dario Argento's Suspiria, when a disembodied arm smashes through a window, grabs a woman standing there, and then pulls her face into the glass. It makes no sense whatsoever, but it is incredibly freaky to behold.
2LB