Well, Stephen King did the Mastercard commercial back in the 80's. Or was it Traveller's Checks? That was cool . . . .
One of my favorites -- maybe not *quite* horror, but I always thought it was a tad unsettling -- was the "Got Milk" commercial about the magician who's doing his act for a bunch of senior citizens at a nursing home. During his grand finale, he makes a glass of milk disappear.
These milk-lovin' old folks don't like that at all. The final image is of the guy cowering from them as they hobble toward him on their canes and walkers, preparing to do God knows what . . . .
I love it. :)
There was also a similiar "Got Milk" commercial, IIRC, about a lady who owns a bunch of cats. She runs out of milk. One of the final images that has stuck with me about that commercial years later . . . was a single paw reaching up to hit the lights, as the furious felines slowly advanced upon their owner.
Great stuff,
James N.
http://members.tripod.com/~NEWMANATOR/index.html