The Cultured Vulture offers a nice selection of short to very short horror videos. "Short" here means 2 to 25 minutes.
It's a rich variety. Some of these are technically brilliant, like "The Sandman", "The Cat With Human Hands", and "Crooked Rot." Some focus on a single fear, like "Lights Out". Several cram a lot of narrative into a short time, like "Outer Darkness." "LOT254" and "Skypemare" focus on technology.
"The Little Witch" might be the most perfect of the lot, a barely two minute long gem based on a single idea:
(thanks to Steven Kaye)