Zombie sailors. Gigantic whirlpools. Horrifying hurricanes. If this doesn't get you quaking in your boots, we don't know what will. Well, maybe the greatest fear of all—the unknown. That's just what our narrator faces down in "MS. Found in a Bottle." He spends most of the story completely helpless in the face of vast, impersonal forces of nature, and at the end he disappears entirely, winding up goodness-knows-where. The only thing we know for sure is that this guy's never coming back.
The scariest thing of all here is that nature itself seems out to get him. This guy's definitely being punished, but for what, who knows?
The narrator's unknown fate is not the scariest part here. The fact that these death-seeking zombie sailors don't acknowledge him is even scarier. After all, what's more terrifying than becoming completely invisible?