This article covers the neurobiological and psychological aspects of horror movies. Cinema audiences are not exposed to real threats, thus the movie should pass the brain's “reality check” systems and emotion regulation to engage the fear responses. This is achieved through vicarious simulation, proximity of threats, and unpredictability of the fearful events, and using universal sources of fear such as illness or isolation. Paradoxical appeal of horror movies stems from universal curiosity toward morbid and threatening subjects, mixing of emotions of fear and excitement in the brain, and the capability to learn about dangerous situations safely in the context of movies. These findings are summarized in a conceptual model for eliciting fear through cinema.