To be honest yes but mainly specific parts of the anime rather than the anime itself..especially in Elfen Lied,Higurashi,Mirai Nikki and Highschool of the Dead..some parts in Elfed Lied were a combination of scary and sad for me...and then there was this part of the anime which was not only both of those but it was traumatizing to watch as well..T.T
To be honest, I think I'm pretty much immune to horror anime now, its actually one of my favorite anime genres. Although.... there is one anime movie..... that I could never finish.... because it creeped the heck out of me, but I ain't gonna name it.