Perhaps horror isn't the right word... but there is no other short way to say it. We all know about the genre called horror, and we know about its sub-genres and formulas. We know this genre exists in many different mediums. This isn't what I'm making this thread for, but it makes for a regrettably convenient title.
Let me get this out of the way right now, I love horror formulas, in film and in books. I am, however, more interested in the horror short, I might even say the avant garde version of horror. This has been around in film for some time, from Maya Deren to David Lynch. This kind of horror is nonlinear, perhaps not even a narrative at all, disturbingly visceral, and very concerned with images, often loosely associated, where meaning is never explicit. Is it possible to reproduce these kinds of experiences with the written word? I'm not sure, but I've been looking for short stories that convey this feeling for some time with very few results. I think something that was posted here, The Deepest Hole, by docbungle is one of the best examples I've seen.
http://www.tfproject.org/tfp/showthread.php?t=86307
I hope that people will share here what they think is scary, really scary, and point in the direction of short stories that might offer the experience. I want to share one of my attempts to create this, and I hope you will not by shy about tearing it to pieces in the interest of finding what creates this feeling -- and what doesn't. I hope that others will also be willing to contribute here in the pursuit of the horror short story. But to avoid the formula of traditional horror, please no linear narratives.