Horror films, like Eraserhead, The Shining, and Alien affect us in ways I don't think most people realize. Hell, Alien is the reason my cousin wanted to be an astronaut. I don't think there's any better reason to stay on Earth than watching Alien, but to each their own. Eraserhead, the only movie I've ever seen to involve lizard-faced baby infanticide, launched my own interest in works that are just insane, and Psycho made an entire generation of people scared to take a shower.
It's been a while since we've had a horror movie as good as any of these, but it can still happen. Personally, I'll be happy if they just stop making awful gore movies, like SAW, and billing things like A Haunting in Connecticut as based on a true story.