There's only been one horror film that "unnerved" me. Horror films can make me jump, but I've never closed my eyes or felt like bolting from the room during a horror movie. Most of the time, I'm in it for the "ooh, this is awsome!" feeling, not to be scared.
However, I went to see Paranormal Activity when it was in theatres and first came out. I wanted to be good and scared for Halloween since it's been kind of lame since I turned 15. So, I was probably already in the mindset to be scared. But what got me was the subtlety. Everything was done deliberately and it took it's time, building the suspense. The second thing was the audience I went with was amazing. There was lots of little girls but no one was irresponsible or loud, or on thier phone. They were all freaked out and the little girls helped add to the fear factor.
The whole place was reacting at the same times, especially in the scene where the girl is possessed and laying in bed. The most awsome thing about that part was as I was sitting there going "blink...blink." and being proud of myself for noticing she wasn't, some lady next to me goes "oh, she not blinking" and you could feel the collective shiver.
The ending kind of escapes this but for the entire movie, there wasn't any stupid exploding people or vomiting or "gross" factor to try and scare you. That alone improved my appriciation for the film, because that never gets to me cause it's a movie. What unnerved me the most though, was knowing that I had to go home by myself in a big empty house. I tell you, that was the only movie that made me turn on all my lights afterwards. I'm not that easy to scare but it was just the perfect setting for that particular movie to be scary. However, I love the way the film was made and so I'm probably biased. I don't know if it'd have the same effect viewing it at home, though.
Other then that, most horror movies really just either irritate me (Freddy, Jason and the like) or entertain me (The Ring, One Missed Call, ect.). Other then that, I don't really care for horror movies because alot of the time they're just over done or badly done. Still, as long as I'm entertained afterwards, it's always fun to see everyone else cowering in the corner

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