I have a lot of favorites...but one I didn't notice listed here would be the "Inside the Closet" episode of TALES FROM THE DARKSIDE.
My favorite is "Invaders" from the Twilight Zone. I first saw it when I was a teen. The entire episode is very unsettling and I was blown away by the ending. I saw it again about a year ago and it brought back the same feelings.
im gonna go with "The Drop of Water" from Bava's Black Sabbath. i love Bava, but I never actually expected his films to scare me. That old lady? fuck! she scared the shit out of me. one of the purest and best pieces he did.
"Something to Tide You Over" from Creepshow. Ted Danson in an actually frightening piece? Who woulda thought?
Tales from the Crypt - The Thing From the Grave Tales from the Crypt comic featuring the story "The Thing From the Grave" was my very first horror comic book. When I saw they made it into an episode with the very sexy Terri Hatcher... that was it for me. My favorite episode.
Oh man, this is a tough one. Of course Creepshow is great, and I love that 3rd story in Bava's Black Sabbath, and who can forget the 'Bishop of Battle' segment from Nightmares? (well, I can't). But I think I'm going to pick the 'Blind Alleys' segment from Tales From The Crypt. The one starring Patrick Magee as one of a bunch of neglected residents of a poorly run home for the blind.
I have several favorites actually. The first one that comes to mind is The Crate from Creepshow. Everything about that story just works. I've always really liked They're Creeping Up On You from Creepshow too. I never hear anyone mention that one, but that one always creeps me out. Two of my favorite Tales From The Crypt episodes are Television Terror (the whole episode just works on so many levels) and Carrion Death. Last but not least I have to mention The Raft from Creepshow 2.
I don't know if Kolchak the Night Stalker is considered a anthology show. If it is I am going with it, my favorite episode of it is the Spanish Moss Murders. I used to watch it when I was a kid. If not I will go with the first Creepshows the Crate.
Television Terror from Tales from the Crypt would be my choice as well. Though I also really like Bigalow's Last Smoke from Tales from the Darkside a lot.
I liked the "Memories" segment from the Asian anthology "Three". I wish Kim Ji-Woon would make something creepy like that again.
I think i will go with the Zuni doll episode from Trilogy of Terror. It's creepy, tense and violent. Karen Black gives a great performance including an iconic final shot.
"The Crate" from Creepshow because it's quite possibly the darkest and creepiest of all the stories included!
"The Ventriloquist's Dummy" from the Tales From the Crypt TV Series. Simply put, its an all star cast, Don Rickles is the man. And it's one of those episodes that keeps you guessing till the end. Plus, when the ending is revealed, its a HUGE payoff! One of my favorite episodes of the entire series.
I love "The Raft" from Creepshow 2, but I'd have to go with the Zuni doll episode from Trilogy of Terror. That segment scared the crap outta me when I was a kid.