Does it have to be film, strictly? Or can it be TV or web videos as well?
...Bugger it, I'll add them all the same.
From Batman Begins, two of the most chilling lines come from Jonathan Crane, aka the Scarecrow.
One is run of the mill scary at the end, though it's merely creepy at the start. Crane is talking to Falcone after the latter makes a threat. "Would you like to see my mask? I use it in my experiments. Um, probably not very frightening to a guy like you, but these crazies? They can't stand it." As Crane pulls out his mask and activates it, Falcone muses on how the nutter took over the nuthouse, only to be blasted by some fear toxin. Crane then says, in a distorted, nearly indecipherable voice, "They scream and they cry. Much as you're doing now!"
The second is when Batman is interrogating Crane, having blasted him with his own fear toxin. Disbelieving Crane's assertion that he's working for the apparently deceased Ra's al Ghul, Batman tries to interrogate Crane further, only for Crane, in the depths of madness, to murmur, "Dr. Crane isn't here right now, but if you'd like to make an appointment...". Both blackly comic, and utterly chilling.
I could name a number of them from Doctor Who, but I'll mention two. The first is at the end of this clip from The Tomb of the Cybermen...
[youtube]http://www.youtube.com/watch?v=9or2yDvC3Ck[/youtube]
...and the second is at the end of the clip, though the buildup is longer, from The Time of Angels...
[youtube]http://www.youtube.com/watch?v=yOMzxX7jqEM[/youtube]
Finally, for a comedy web video series, Dragonball Z Abridged manages to make Frieza extremely chilling (sorry, pun unintended) with a single line. I've tried to link to the appropriate moment, but if it stuffs up, the relevant part is at 10:50.
http://youtu.be/SYN_VNYKz7g?t=10m50s
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(No longer a mod)
On sabbatical...