I grew up in a (relatively) rough part Chicago and in spite or because of the depressed nature of the place never saw a lot of horror movies growing up.
Now working with a lot of people who grew up and live in suburbia on a steady diet of horror movies, I am amazed at the amount of fear and anxiety they demonstrate when dealing with anything vaguely paranormal or the thought of an intruder.
I know numerous people who sleep with a gun under their pillow even though statistically crime (especially violent crime) is stunningly low in the places we now live. They take precautions I never even considered growing up even though break-ins and muggings happened regularly in the neighborhood.
This is 100% idle conjecture on my part, but I always wondered if horror movies played some part in such behavior.