A hidden-camera show in Brazil stages an elaborate prank involving a fake elevator:
The lights go out, a little girl with a doll enters through a secret panel (which we can see via an infrared camera), and the lights come back on, resulting in terror for the "elevator" passengers. I particularly like the very last bit. (Skip ahead to the 6 minute mark if you don't want to sit through the whole thing.)
I'm reminded of one of the most frightening scenes in Stanley Kubrick's version of The Shining, in which a boy riding his tricycle through the corridors of a closed hotel (his father is the off-season caretaker) unexpectedly encounters two little girls quietly standing there. I've also seen pranks from Japan in which a little girl enters a hotel room to the terror of the room's occupant, and another in which people entering the lobby of an apartment building react with shock and fear when they come upon a girl in a white gown and wet hair (something seen in more than one Japanese horror film) who is again merely standing around.
The question is why? I mean, the reason people would react in terror upon encountering an enraged gorilla, or a menacing guy brandishing a meat cleaver or a chain saw, or a live salt-water crocodile whose team just lost in the playoffs, but why tremble in terror at the sight of a something like a little girl holding a doll?
The conclusion is obvious: Little girls are just inherently scary.