I can't really think of any horror 'classics' i've not seen really, there are plenty of dodgy rubbish horror films i've not seen.
However, I've never seen
True Lies or
The Wild Bunch and I'd only watched
It's a Wonderful Life for the first time Christmas before last!
Actually, I've just remembered one which I've never seen that will blow all of your minds
I've never seen
The Good, The Bad, and the Ugly but I have seen
A Fistful of Dollars about 10 times