It's not a horror but more of a supernatural thriller but I watched The Lovely Bones when I was 8 and it traumatized me. Looking past the supernatural aspect obviously, the rest of the movie is extremely believable. It has a terrible Rotten Tomatoes score for reasons unknown, but I think it's so terribly sad because it's realistic. Suzie's killer is never punished in the eyes of the law (it was her neighbor, someone she knew and trusted) and her body is never found. So many people go missing and their cases are never solved. The ending monologue makes me cry to this day.

“Nobody notices when we leave. I mean, the moment when we really choose to go. At best you might feel a whisper or the wave of a whisper, undulating down. My name is Salmon, like the fish. First name: Susie. I was 14 years old when I was murdered on December 6th 1973. I was here for a moment and then I was gone. I wish you all a long and happy life.”