The average horror movie stops being a horror movie if you turn the sound off.
As it happens i believe there is an afterlife and there are ghosts and the paranormal exisits but it can only affect your mind as they are not pysical.
You can quite easliy be frightened to death by them as they play on your mind but you cant be physically harmed by something that is not real in the sense of being an actual mass or substance.
Lets face it a wispy cloud appearing as an image of a person cannot pick up a bat and smack you round the head with it but it is quite capable of making you believe it can do it.
Its your brain that plays tricks on you in the same way that i am now getting goose bumps as i think about this when i type it.
I always thought the exorcist was just about the scariest movie i had seen as to me its believable but that could be because of my age and the things we were told or taught when we were growing up. ( Back to religion again)
My kids never thought it was all that though....lol
Times change peoples perceptions of fear i guess.