I'll be the really odd one out here:
I love horror-themed things... just not movies. I don't actually watch movies (I lack the patience to sit still that long). No, seriously. Last time was probably like 8 years ago.
But other things? Horror themed books, manga, anime, occaisional TV shows (not often though), and of course games? Oh sure. For whatever reason I tend to have an attraction to "creepy" things. Which is something that didn't entirely occur to me until recently.
Note though that when I like horror stuff, it's because it was actually done right in my eyes. A lot of horror-themed things (in any media) just spray blood all over the place and go "OOH ARENT YOU SCARED?!?". That's not "horror". That's "spectacle". When I see a show or a game that just sprays blood all over the place, it says to me that the writers ran out of ideas.
But there's other things that I think do it right. There's a game I really got into recently, called SCP Foundation Breach. Very definitely a horror-themed game... but there's hardly any blood in it. Instead, it relies on a creepy atmosphere in a facility where security has totally collapsed, and you knowing there are horrible reality-warping monstrosities wandering the halls (each of which has it's own very detailed backstory), but not having any clue where they are. The nature of the "monsters" then adds to it, as many of them are freaky enough that they could star in their own game (and often do star in plenty of their own stories). You don't even need to be directly in the presence of the monsters to be stressed out by them. Maybe you're wandering around, down a corridor with some doors in it, and suddenly you hear a horrible SCRAPING noise from nearby. You know that SCP-173 (the Foundation's most iconic monster, and one with an extra-bizarre appearance) MUST be nearby, nothing else makes that sound... but where is it? Which door? By that thing's very nature, if you make even the tiniest mistake in it's presence, you *are* dead, as it can cross the entire distance of a room in literally the blink of an eye. And it's just waiting for you to join it in one of these rooms, and make said mistake. So suddenly you're in this situation where this horrifically dangerous thing that allows no mistakes is nearby... but you don't know where. Is it behind THIS door? And if it is, will it be standing on the left side, or the right? What if something creeps up on me while I'm in that room with it? What if the Plague Doctor (another SCP monster, with a rather obvious theme) decides to show up while I'm staring down 173 directly? All of this in the cold, broken, industrial atmosphere of the hidden Foundation facility, which is creepy enough just on it's own.
Obviously, that's a game, not a movie, but a lot of the same things that create suspense and tension (and thus, fear for some people) in a game like that, also work in movies and TV and such. It's possible to get really creative with ideas like this! But a lot of writers don't want to use that sort of thing, and I tend to think that's a real shame. So they just fill it with gallons of blood, and blah blah blah...
Or sometimes you get the ones that, instead of blood, just go "Ah, I got it! We just need JUMPSCARES!!!! LOTS AND LOTS OF JUMPSCARES!!!" and that's just as bad really.
I mean, really, lots of them seem to confuse "horror" for "spectacle", and then wonder why their stuff just ends up seeming really campy or outright hilarious to many. Not that hilarious horror stuffs don't have their place and all, but still.