One of the most memorable creepy moments for me is in Season 2 when Donna & Maddy attempt to retrieve Laura's diary from Harold. The way he confronts them about being contaminated, and draw's the garden tool down his face still gets me every time !!

Best regards from TP's all time No. 1 fan

Wilbur

In order

BOB/Leyland killing Maddy

Ronette waking up and going back to the muder

When BOB walks from the kitchen to Maddy

For me, the most frightening moment of Twin Peaks was when Bob crawled over the couch towards Maddy at the Hayward house.  There was no stopping him, no getting away.  But Laura's Doppelganger in the Black Lodge screaming... very close second.  

The scariest moment in any of David Lynch's works has got to be in Inland Empire.  There is a scene in which Laura Dern is running in the distance, screaming.  It's difficult to see exactly what's happening, but as she gets closer to the camera, you see that her face is horribly disfigured.  It's a quick scene, but it's terrifying and so unexpected.  Like a watching a short little nightmare. 

Everytime Leland looked in the mirror and we saw BOB looking back at him always made the hair on the back on my neck stand up.

Of course like everyone else Maddy's murder was so disturbing for me.

Also the last scene when we realize that Cooper never made it out.

~I believe I can see the future. Because I repeat the same routine.~NIN

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So many.....

When Leland kills Maddy

How's Annie?

All the lovely domestic scenes of the Johnson household

The climax of the whole Harold issue (so harrowing)

When the Palmer's are invited to the Hayward's and Leland dances until he falls to the floor and has a kind of breakdown (in fact all of those scenes that juxtapose grief with gleeful Sinatra dances are very creepy and anguishing)

When Josie realizes she's stuck in a rut and sees all the evil she's done finally backfiring and how all that anguish causes her to die (possibly one of the most haunting moments in the whole series)

Again I must blame David Lynch for adding so much evil, perversion, corruption, madness, frustration, violence, fear, abuse and grief into so many memorable, haunting, scenes. They gave me a strange consciousness of reality and till today haunt and taunt my awake consciousness. Even after you've seen Michael Haneke or Cronenberg, Lynch's Twin Peaks remains (for me) definitely the most sinister thing ever put on a screen.

Leland killing Maddy, and the scenes of Laura's death while Ronnette is praying etc in FWWM.

BOB crawling over the sofa at Donna's, so menacing

Any scene of the wind rustling through the trees or the electricity shots - so eerie, indicative of spirits moving amongst us without our knowledge or consent

The Laura and Maddy scene in FWWM "...and the angels's won't help you...cos they've all gone away"

The final scene, knowing the good Coop is trapped and pure evil is on the loose, but dressed up as the epitomy of respectibility

Laura's doppelganger screaming and black-toothed

The "wash your hands" scene in FWWM

All the shaking / twitching hands when BOB was trying to find his next host

Anything with the Chalfonts / Tremonds / pointy-masked boy

TP and FWWM are by far the scariest things I have or will ever watch on TV x

Striving for the narrow gate.  

For me, personally...my answer will surprise you.

It was the final sequence in FWWM. It was Bob and Mike and TMFAP begging for garmonbozia. The monkey saying "Judy", and the scene with the garmonbozia being eaten.

 Those brilliant 10 or so seconds send a chill down my spine. Part of what maes the monkey sequence was that it was actually screaming IMO. but as Jeffries said, he was trapped in a nightmare. when in a dream, yelling is just a whisper. and the monkey was screaming for judy...its just that its the loudest you could do. my tv isnt great. and i had to play that part over and over, finally turning the tv up to the point where the speakers were humming../just to make it out.

an older woman i worked with was a fan of the show. at that point, i was going through the whole series for the first time since it was on tv and i was too young to watch it. i kept whispering "JUDY!" all day. i f**king love it. scares the crap out of me.

 there are a ton of others, but thats one big one that stands out.

^Seconded. The Black Lodge being featured on FWWM gave the whole film a darker tone. I was scared shitless the second time I was watching it and all the characters were shown above the convenience store.