The Blair Witch Project - I know a lot of people hated it, but I thought it was pretty creepy, partially because it could have been a witch, or it could have been a normal guy behind it. I've heard second hand from the friend of an FBI guy that there are more cases than you think where people get axe-murdered (or whatever) when camping out.
There was also this low budget horror movie from the 80s, I don't know what it was called, but these college students buy this house in the middle of nowhere to use as a sorority or fraternity house. The house is haunted, of course, and kills or possess them. One person tried to go out a window, and the house somehow impales them with a piece of glass. One girl is killed and one of the surviving guys doesn't know, you see her pull a pair of scissors from out of her back and try to stab him when his back is turned.