Well this one is clearly based on the premise to frighten.
So the build up would be:
Escaped Psychopath / serial killer.
A model of innocence, in this story's case, a Little girl and her dog.

There are way more stories like this. For instance the murderer in the backseat, the hanging boyfriend, etc



And mind you, those are just the ones that are meant to just be scary, there are also ones that deals with the danger of being alone, the loss of beauty ( spider eggs in face in a popular one there ) etc etc