What's the creepiest thing you've seen in in a movie that had no explanation? For me it would be a scene from the movie Running Scared starring Paul Walker. At one point in the movie, a character named Oleg hides in the bathroom of a pedophile couple and tries to phone for help. While he's doing this, we see these really creepy looking shadows with these Freddy Kreuger-like hands running around the walls. I tried looking all over the web to try and find out what they were, but couldn't. It still creeps me out whenever I watch that movie.
The basement scene in Zodiac was just a joke to show you how much of a wimp and how paranoid Jake Gylenhall's character was after all that obsessing over the killer. It was funny, not scary, in my opinion.