Psycho
The Thing
Alien
The Shining
The Texas Chain Saw Massacre
Halloween
I really need to see Night of the Living Dead, but I doubt Nightmare on Elm Street would be my thing.
By the way I was never quite sure why Psycho was considered horror. I know it's considered a precursor to slashers, but I clearly see it as a thriller, maybe because there's not an ounce of the supernatural in it ? Probably not completely disqualifying, but it makes it feel significantly different than antyhing else on this list, to me.