If we're talking actually frightening, I got two (spliting the difference, one the movies, the other anime). And then silly frightening.
Actual frightening (Movies): I always enjoyed Mewtwo's rampage in the lab, seeing the destruction of the scientists that played God get some measure of pure retribution as the brutality unfolded, staggered me as prior to this, this was a juvenile series and that's it but seeing people actually dying, it proved that it was more to the story and gave it a legitimacy unprecedented.
It's a joy in either language, I think.
Actual frightening (anime): I'm mixed, but I'd say the St. Anne sinking, and that real life danger, and the fact their pets couldn't save them from this, it showed some nice real time dread, although the Sharpedo attack in "Sharpedo Attack" was nice to see to compensate. If ever so slightly.
Silly frightening (movies): Thinking...I'd say Jessie rubbing her butt on the Blobbo/Blocko (whatever the robots were). That was too odd...
Silly frightening (anime): I'd say a tie with James' inflatable breasts with Buson's weird face in the Raikou special with all the speed lines. God, that was weird.