Off the top of my head are The Omen, Orphan, The Good Son, Children of the Corn, The Exorcist, Pet Sematary, and the axe-murdered ghost twins in movie version of The Shining.
In this changeling discussion, /u/itsallfolklore shares a pretty scary changeling story from the Northern Paiute tradition. Similar stories can be found in pre-Christian Europe.
(Personally, and mostly unrelated to that, I think that the specific spooky children in The Omen and to a lesser degree The Exorcist owe something to concepts of the Antichrist/the "Lamblike Beast" from Revelation, which probably go back to the late Medieval period or earlier - a kind of inverse Jesus as Christ Child. See this 13th century illustration or this 15th century woodcut.)
