I don’t know about scary, but I would assign Teddy by J. D. Salinger.

Also, An Occurrence at Owl Creek Bridge by Ambrose Bierce.

Another one I really like that I feel like nobody else has ever read is: After I Was Thrown in the River and Before I Drowned by Dave Eggers (it’s written from a dog’s POV)

I guess this is more “short stories that I like” lol