2AM: The Smiling Man
This film is based off of a story on the subreddit Let's Not Meet. A man takes a late night stroll and encounters an unsettling stranger. The video and story both do a great job of taking something as comforting as a smile and turning it into something sinister.
Video: https://www.youtube.com/watch?v=_u6Tt3PqIfQ&feature=share
Bedfellows
A woman gets a call that makes her question her safety in her own home. This film plays at the uneasiness we feel when awake at night in bed.
Video: https://www.youtube.com/watch?v=j6flB0XvmTo&feature=share
Mama
The short film that inspired Guillermo del Toro's horror movie of the same name. Del Toro gives an introduction to the video, so skip to 0:50 if you just want to see the film.
Video: https://www.youtube.com/watch?v=WRqS6pBC42w&feature=share
Lights Out
Man, did this film give me chills. It has an amazing build up and will make you glance over your shoulder after watching, even if you're watching in daylight.
Video: https://www.youtube.com/watch?v=FUQhNGEu2KA&feature=share
The Little Witch
This short is an adaptation to a classic short story many of us know well. Both the video and story are quite short, so this is all I'm going to say.
Video: https://www.youtube.com/watch?v=EiKFEwI5YrI&feature=share
He Dies at the End
A man working late one night stumbles across a website that will supposedly tell him how he dies if he answers its questionnaire. The video has one of the best build ups I've ever seen.
Video: https://www.youtube.com/watch?v=4jOU3m_tHtQ&feature=share
The Black Hole
This short is creepy for a completely different reason than all the others on this list. There are no ghosts or demons, just a portal and a bit of primal fear. Be careful not to abuse the power you have.
Video: https://www.youtube.com/watch?v=P5_Msrdg3Hk&feature=share
Behind the Door
Two brothers run from a vampire-like monster. What really makes this film is the acting done by the two young boys.
Video: https://www.youtube.com/watch?v=QLUQbO1V4b4&feature=share
Peekers
It's not just children who can be creepy. This video reminds me slightly of Invasion of the Body Snatchers, but with a more modern feel.
Video: https://www.youtube.com/watch?v=10diurwIa7Y
Jack
Ugh, who in their right mind ever thought it'd be a good idea to make a childrens' toy in which a creepy-ass clown jumps out sporadically? ThIs short has no real plot to it, but it'll remind you why nobody likes Jack-in-the-Boxes.
Video: https://www.youtube.com/watch?v=UN6RDVsJekQ
Pictured
Made by the same guy as Lights Out, David F. Sandberg, and just as spooky. If you know anything about Weeping Angels from Doctor Who, this will add an extra shiver to your spine.
Video: https://www.youtube.com/watch?v=nt9D55oZCnE&feature=share
White with Red
This film is based on a Creepypasta based on an urban legend. A man stays at a motel for the night and is warned not to go into the unmarked room next door.
Video: https://www.youtube.com/watch?v=tl4kgoeSbNo&feature=share
Story: http://www.creepypasta.com/white-with-red-eyes/
The Whistler
A couple notice something strange going on with their bird feeder. That sounds lame, but give the video a shot. Many of the visuals are great and the film plays out a twisted love story.
Video: https://www.youtube.com/watch?v=WP3J7Tu1oi0&feature=share
Sweet dreams, imgur.