very good advice from gotquestion.org
As we mature in our Christian walk, sin and evil should bother us more and more all the time. We are to be beacons of light in an ever-darkening world, striving to live a life that is holy and pleasing to God (Romans 12:1; 1 Thessalonians 2:12). Scripture tells us to be moral and pure, abhorring what is evil and to have our minds focused on things which are noble and pure, lovely and admirable, excellent and praiseworthy (Philippians 4:8), and that “whatever [we] do, do it all for the glory of God” (1 Corinthians 10:31). These verses should guide us daily in everything we do, including the movies we choose to see. How can it be possible to “take captive every thought to make it obedient to Jesus Christ” (2 Corinthians 10:5) when we are at a horror movie laden with murder and mayhem and, essentially, being entertained by the very sins that Jesus Christ died for?