A film with Scarlet Johansson called Under the Skin really freaked me out. She's an alien who drives around Glasgow luring men, its all very vague but freaky. She starts to empathise with the humans...I won't spoil the ending but I often think about it. There's a harrowing scene with a baby on beach. I'm not soft and horror film don't phase me but this did.
Book is Never Let Me Go by Kazuo Ishiguro. I was heavily pregnant when I read it and I lost sleep thinking about it.