If you want some fear induced chills, you could give "Another" a try, the first few episodes had me cowering in my bed while watching at 3:00 in the morning. In hindsight, watching a horror anime that early isn't the smartest idea ._.

High probability that you have seen but:

Tsukihime, Fate/stay night

Tsukuyomi moon phase - not completely shure bout this one, i may b messing this up with a other anime

Yea im mistaking Tsukuyomi moon phase with another anime which name i dont remember xd, but when i reminded myself what this anime was with
www.youtube.com/watch?v=DnePyq8PHPw
I got a nice chill :P

"Freezing" is a great anime which is shure to give u a feel

U could also check out my top list:
www.anime-planet.com/users/CAPSLOCKFTW/anime?sort=rating&order=desc
Not all animes there are what u are looking for, but there maybe something that you havent seen yet and what can produce a chill ;P


Btw if u got a acc there id like to see ur list aswell, im running out of good animes to watch :/

Kanon and Clannad will give you chills in your eyes.