The Pit and the Pendulum

Possibly the scariest horror story of all time.

Captured and condemned to death by the Inquisition at Toledo, the narrator finds that his captors have devised a dungeon for him which exposes him to the most dreadful and drawn out psychological terror before certain death finally catches him.

Every time he manages to escape one of their petrifying devices, another even more gruesome mode of execution is deployed.