I'm using "internet horror" as an umbrella term for any horror fiction that presents itself as, or is about, something "found on the internet." This can be anything from a story formatted as a blog post about something terrifying that happened to the author, to cursed image stories like Smile Dog.
I'll start:
Ted the Caver: Originally posted as an Angelfire site that has since unfortunately been taken down. Chronicles the journey of a caver who gradually discovers that the cave he's exploring has something living in it.
The Story of TRAINING.bsp: A blog reminiscing about the author's days exploring strange custom Half-Life maps with his clan. One of these maps takes a sinister turn.
The Dionaea House: A series of emails and text messages about a strange house. Or rather, a strange thing pretending to be a house.
I don't have anything to share that hasn't been shared here already, but man, Ted the Caver is just so fucking good. I remember reading it all in one sitting, it's a really engaging read, better than most horror novels I've read. Except for House of Leaves, which has already been mentioned here too.