Sandman, The (1991)
Maybe it's just because I haven't seen very many shorts, or maybe I'm just easily scared, but The Sandman is terrifying. Really, it's scary beyond reason. Creepy, but thoroughly incredible.
A little boy walks up the steps to bed at night, but the Sandman is coming to get him.
The claymation is wonderful. The art form is even better. And the music is eerie and creepy.
The Sandman is not hard to recommend; it's creepy with a wonderfully horrific ending. The solid animation further carries this short. So unless you're easily scared, there's no reason not to see this film.