I'd actually argue that horror is the most Christian genre of film. Obviously that's not true of the torture porn stuff -- films in the Texas Chainsaw Massacre tradition -- but supernatural horror is often subtly Christian and sometimes very explicitly Christian. It's the only category of film where the supernatural, demons, spirits, exorcisms, the Church, etc, are consistently taken seriously. The only genre where the priest might actually be the good guy. Horror has deep roots in Christian thought and tradition.