I thought Slender Man got just a BIT over done when he became a giant bony alien reptile badslashervillian with billions tentacles and shit, though. That's what made it bearable to go to sleep at night, I guess.
It became over done for me when Marble Hornets started up. I enjoyed it more when it was just a bunch of interesting images and vague anecdotal stories that didn't agree with each other.
For content, in no particular order:
The Colour Out of Space by H.P Lovecraft - The part that unnerved me the most was when the wife of Nahum Gardner goes insane and he has to lock her in the attic for her own safety. She's basically described as walking around on all fours in the dark until she eventually dies. The image of opening that attic door and knowing there's a completely gone human, slowly walking around on all fours like an animal, in the dark creeped me right the fuck out.
The Thief of Always by Clive Barker - Sort of an airy fable-like story that seems like it's written for young adults or children but would probably give me nightmares if I read it when I was really young. Has some creepy artwork thrown in it by Barker, as well.
The Shining by Stephen King - I have never liked walking through seemingly empty hotels, so the fact that this book basically takes place in a sprawling hotel during winter when everyone is gone kept me on edge the entire time. Plus, ghosts.