Not so much "scary" as "disturbing", but Spoorloos (1988), aka The Vanishing, is billed as being suitable for 12-year-olds. Definitely worth watching (and definitely worth going in without any information). In fact, it was that film that made me de-discount anything aimed at 15-years-old or younger. I was thinking "if they can't even swear then how serious and atmospheric can it really get?" but I was dead wrong.