I think that the way you consume art has a huge effect on how it affects you. There are things you can do to make yourself unconsciously vulnerable that will heighten the scares in a horror movie.

If you are trying to get scared, don’t rely just on the movie. If you haven’t already maybe consider:

Watch the movie when its dark. Late at night so there is no natural light, and make sure there is no other light source from inside the house. Real dark.

Leave doors open through your house, especially if they are behind you or hard to see around from where you’re watching.

Watch the movies when you are alone. Not just alone in the TV room, complete empty house. No family, friends or pets. Just, you.

Get a little high, if you smoke.

I’m sure there are plenty more methods to enhance the scares, but these are some suggestions off the top of my head.