The Wizard of Oz. My preschool teacher played the movie one time while we were under a tornado warning and as the first scene was happening, the tornado started to make that incoming train noise off in the distance and the power started to flicker on and off. I nearly shat myself. I now am obsessed with tornadoes, though
Also, Scream was shown to me as a young-ish child (maybe around 10-12) and the scene where the girl was hung in the trees fricked up my sleep schedule for a while.