My heart was beating from the time Alice dropped Bella off at one end of the square in Volterra till she made Edward see her and not go into the sunlight. I thought so many things...she would not make it in time or someone would stop her or Edward would expose himself. The rest of the story in Volterra with Jane and the Volteri was creepy.

My heart raced at a lot of the same parts that you all mentioned, but the part of the series that really freaked me out was when Jasper was telling his back story. Something about the way he was telling it felt very dark.

It also didn't help that there was a wind storm the night I read that chapter and every little sound was making me jump! I didn't get much sleep that night!!

a few of the scary parts to me that haven't yet been mentioned .....

When Jacob drives Bella home and says there's a vampire there -- before she sees the Mercedes - I thought that Victoria had Charlie!

James - when he bit her - the question of whether or not Edward could save her ...

The underground caverns in Volterra and reading about the drain in the turret room had the goosebumps in full force!

A few of the scariest/creepiest parts for me were:
1. When Rosalie was telling the story of how she was changed. It made my stomach turn.
2. When Bella was being chased in Port Angeles by those weirdos.
3. When the newborn vampires came to Forks for the fight. I didn't know what was going to happen, and I was very scared/nervous!

NEW MOON..
When Bella sees that people are going inside (in Voltera), making them think they are going to go to something awesome, but really they are going to kill them. *shivers* I had nightmares .

Laurent in the meadow for me. "Sometimes, I cheat." *cold chills*

There are several parts that didn't really scare me but made me feel unnerved :
1) James phone call to Bella.
2) Port Angeles herding incident
3) In NM when they see the people Heidi has brought to the Volturi. The lady with the rosary always sticks out in my mind.
4) Aro in general his mannerisms are so creepy to me, he just seems so evil
5) jane torturing Bree.

There are many other things but these are the worst for me. Aro is so creepy!

That is a hard question
I guess the most intense for me was from New Moon, with Bella going to stop Edward from walking out into the sun in Volterra. That was nuts. I couldn't read fast enough.
The ballet studio was all so intense, as was Port Angeles, and in Eclipse when Edward is fighting Victoria.

When Edward Left. I was so afraid for Bella.

I'm glad I'm not the only one that did that! I even went as far to pull my British Dictionary out because I didn't like the description in the american dictionary (not sure why I was hoping for a change in definitition when I had already confirmed that the american dictionary had agreed with my own understanding of the word)

As for parts that scared me?

1) James taping the scene in Ballet studio and hoping that zedward et al would make it in time.

2) The time from Bella's birthday party and the time that edward left her.... I was so anxious and kept going over and over in my head what she should say to him and she never did....

3) The litle foreign lady with the roseary beads

4) Bella leading up the cliff diving scene

5) The fight with edward and Victoria.

Ok, so the first part that I was scared was when I read the quote in the begining of new moon from romeo and juliet and I had read reviews online about the books and everyone kept refering it to a romeo and juliet story. Well I dont know about the rest of you but EVERY romeo and juliet story(movie) I've watched someone died. Romeo and juliet, tristan and isolde. So I was at my salon and my sister and I were both getting our nails done and I just finished twilight and was about to start new moon and I started crying right there infront of my sister, mom aunt and friend because I just knew someone was gonna die because they were refering to the book as a romeo and juliet story. My sister had to promise me no one was gonna die to calm me down. Then when jacob answers the phone and It was actually edward and alice says he's going to italy...that was scary, then bella racing to save him! I didnt' know if my sister promised me because it was true or to just make me stop crying, it was so intense I remember basicaly being on the edge of my seat, reading faster than I've ever read before to get through the whole italy part to make sure they all end up ok!

Oooo, that's good! I never put the R & J thing together like that! I'm glad I didn't cause I would have been a mess too. That part in NM when Alice returns, the phone call, the plane flight, that is one of my very favorite and the most intense! The first time I read the book I couldn't put it down from that point on. Oh, and the tourists and that poor lady with her rosary!

That phone call between Bella and James is probably the scariest scene to me, as well. I can remember gasping the first time I read it.

Also, Edward leaving Bella was pretty damn frightening. The way SM wrote the four months on blank pages was enough to make me cry myself to sleep...

There are so many, but this is one which stands out:
When they are playing baseball and Alice gasps and Edward is immediately in front of Bella to shield her.