The scariest thing on film we have all seen by now is the JFK assassination (no matter if you are de-sensitized to it now). This was the murder of the supossedly best protected man in the world, shot to death in public, in broad daylight (almost certainly by several gunmen). As one prostitute character said in the 'JFK' film, "if they can kill off the President and get away with it, what chance does a hooker have?"
That's the thing to look for in horror movies, not the horrible creatures, or horrific gore---it's the horrific concept that matters. Take a flick like "The Descent" where a clic of women decide to take an unprotected trip down an unexplored cave, whereupon taking that particular 'wrong turn' they run into cave monsters. At the climax, one of the last two survivors deliberately wounds the other girl, basically leaving her to die a horrible death surrounded by the crawlers, while she escapes. This heinous premeditated act is far more horrific than anything the cave creatures did (who were just acting like animals after all---if the explorers had run into a pack of mountain lions, they probably would have been ripped to shreds quicker).
Same goes for most scare pics, it's the concept that matters. The new Drag Me to Hell flick is horrible not for the gore, not even for the demons or the 'even nice people can go to hell' meme, but because of the idea that someone can, in response to a minor bad decision on your part, not merely kill you, but sentence you to eternal torment. Now that's scary.
