I guess I rationalize myself out of most movie fears. Either the set-up to get the characters into the jam is so contrived as to exclude me from ever seeing myself in that position (what idiot would go off with those strangers?) or the scenario is solveable and only the incompetence or bad choices of the protagonists keeps them from solving it. So put into that exact situation, I'd solve it.
The harming of the innocent when the hero is actually
unable to do anything about it is what gets me. I don't fear much for myself, but the idea that I might be unable to help my loved ones is torture.
So the "wife disappears and the husband has to try and find her" movies get me. Frantic, the one with Kurt Russell on the highway, those movies bug me. Se7en worked because the killer was good and the cops were playing by the rules of police work.
Horror movies that just tick me off are the ones with the
actually unstoppable villian. If the laws of physics (or even internal logic) aren't going to apply at all and there's no supernatural counter, what's the point of watching the movie? I'm looking at you Japanese movies.
Friday the 13th, Halloween, even vampires are not those kind of movies, they do go down occasionally (when hit with big enough stuff), and anyone with a lick of sense and decent resources would, instead of running off like a chicken, just cut off their hands and head and keep them in a bag for the rest of the movie and burn them to ash when they get the chance. The monsters have not shown, in the continuity of the movies, the ability to regenerate those parts and all are more or less harmless without heads and hands.
Big animals or mutants? If they bleed, we can kill them. So no "horror" there, just a hunter/hunted scenario.
So, it's only the realistic, competent,
human monsters that get me creepy. Cape Fear is a good example. You have to be at the top of your game to take a guy like Max Cady. Though in the movies the protagonists very seldom take the expedient route of just aggressing against the threat and executing him first rather than waiting defensively. given a similar "real-life" scenario, I'd rather worry about getting away with the murder than I would waiting for him to choose the time and place. Which is why
realistic movie protagonists are rarely modeled on former military and shooters. We actually have the "hammer" for "nail" problems.