I was watching The Exorcist last night, and there's a great scene that I hardly see anyone mention: when Regan says to the astronaut, "You're going to die up there."
There's no fanfare. Just a casual, off-hand, penetrating remark. I think cold, calculating remarks are just scarier than screaming and shouting.
Examples of other quotes along similar lines:
"If he dies, he dies." - Ivan Drago, Rocky IV
"Before I kill you, I'm going to throw your baby out the window." - The Zodiac Killer, Killer