When I became a Christian it was made very clear that horror books and films were, by definition, unChristian and should be avoided. So I avoided them.
But must a horror story be unChristian? Granted that many are, I don't see why they must be.
The Bible tells terrible stories of sin, violence, murder, suffering, evil, ghosts (I'm thinking of Samuel), demons, possession, and the devil. In so doing, it creates space for a certain kind of horror story - a story that does not use horrors to titilate, like the so-called 'torture-porn' movies of recent years, but to expose the utter repulsiveness of evil and to oppose it. Stories that bring readers to reject darkness and embrace light may use the portrayal of horror to that end. They may even employ mythical creatures to that end.
Take Dracula by Bram Stoker. It is a great novel (and, for the record, I do not believe that Vampires exist :-)). In the novel we have a powerful, demonic character (the Count) who brings suffering and death to those within his orbit. The Count is not set up as a model for wannabe Vampires to emulate, but as an anti-model to be spurned. He is the bad guy and the book tells the story of his defeat. In this case it is a defeat at the hands of those, such as Van Helsing, who see themselves as opposing him in the name of Christ. They may not be conventional Christians (at least in the evangelical sense) but I have long seen Dracula as verging on being a specifically Christian horror story.
It is a long time since I have seen The Exorcist (and I confess to finding it rather dull) but from memory it certain seemed like a Christian movie - Priest defeats demon in an act of Christ-like sacrifical love. And I seem to recall reading an interview with the Producer who certainly saw it in those terms. So why were so many Christians up in arms about it? Ironically I think that I read some evidence to the effect that Church attendance increased slightly as a direct result of people viewing The Exorcist. If that is so, then I can certainly see why.
So perhaps we can even imagine a day when local churches arrange a trip to the movies to see a horror film. Indeed, if memory serves me right, I can recall a certain Mel Gibson slasher movie that elicited precisely such a response. Perhaps the future is here!