The Cask of Amontillado is great for that. And the classic poem The Raven describes existential dread so well.

I found with King the scarier aspects were the more mundane and psychological parts of his writing. I also found in some cases the adaptations to be better in some ways -- The Shawshank Redemption adaptation is great. And the poem in the TV adaptation of The Tommy Knockers felt more impactful than the one in the book.