My biggest piece of advice on this is have multiple ways to solve/leave problems- if you're going to have a higher-than-expected CR monster that could end up killing a PC, make it defeatable or escapable with other means (this also fits with a horror genre- escape Camp Crystal Lake and Jason won't kill you, don't watch the Ring video and you won't die in seven days, etc. If the PCs and Players know that their actions will have consequences if they don't think out or plan, then they'll feel more worried and more at risk of death without needing to actually kill them everywhere. Depending on the way your players act, you may need to ham this up a bit- restate how a monster is slow and wouldn't be hard to outrun, or wouldn't be able to fit through an exit, or seems only to be protecting this one site, etc.
Broadcast the danger. Let the players know in advance, and give signs of danger within the story as well. Have them find mangled corpses or witness powerful monsters destroying someone or something else.
Always give them an opportunity to run, even if it costs them something. A low tunnel they can crawl or squeeze through that a troll can't, for example.
Include npc's and let them suffer as an example to the heroes.
Attack things besides their hit points. Oozes and rust monsters are fairly weak, but can destroy precious gear.
Consider traps that require sacrificing equipment, and don't be afraid to take a limb, but leave them alive. Bonus points for letting them watch as the monster eats it.
Impart urgency by forcing the action. In the middle of a fight, have the walls start closing in, and when the characters dive through the exit, they immediately enter the next combat. The noise of the trap triggering allows the third set of enemies to hide or take cover or otherwise gain a strategic advantage.
Upping a single encounter is tricky because it's very difficult to balance. If you apply more constant pressure, it's easier to find a way to back off a little whwn the party is overwhelmed.
I agree with Watery Soup.
You shouls consider reading The Angry GM's articles about encounter-building. Lot of useful stuff in there.
Another way to dial up the tension is to put a figurative or literal time limit on a player's decision making process. Combat and life-threatening hazards feel more hectic and panicky when you only have 5 seconds to announce what you're going to do.
Build encounters fair but play them ruthlessly.
If you want hit home that decisions have consequences, you can always add layers and elements to an encounter to make it more complex (which we should all be doing anyway. The "combat encounter" of two parties duking it out on an open field is dull to the max).
In the last combat I ran, the characters were in a maze that shifted around as they explored it, and two minotaurs within. One was a hulking, misbegotten thing that did tremendous damage but only got one action a turn. The other was a goat-headed demon that cursed characters with status effects that could only be removed with the expenditure of actions. So they could either stay clear of the first and suffer the second, or undo the damage the second caused but leave themselves open to the first.
In another, there was a sphinx/gorgon that slowly turned the players to stone. They could tell that fighting such a thing to the death would be costly, but the longer they riddled with her, the more they suffered under her gaze, and the harder the fight with her would be, should their words fail.
A few people have mentioned trolls, so I'll just throw this out there: troll in an oil refinery. Or some other place loaded up with combustibles. Sure, it would be super easy to kill him. But to kill him and avoid getting char-broiled yourself, you have to fight a much harder fight or get real creative.