Zombie movies usually don't scare me, but the 2004 remake of Dawn of the Dead scared the daylights out of me. I was fine when watching the movie, but I had dreams for weeks about being chased by zombies.
The scariest I have seen would the Spanish movie REC (since remade as Quarantine, but I refuse to watch it because English language remakes of movies are usually not as good). That would be closely followed by the original Night of the Living Dead and 28 Weeks Later.