I feel you could be an H.S.P. or "Highly Sensitive Person".
Scary movies, loud noises, unpleasent odors or places, crowds, violence of any kind...etc.. should be avoided according to your degree of sensitivity. As an H.S.P. myself, I find the negativity of those factors and more can be extremely "draining" both physically and mentally. I suffered for years before I learned to adapt or avoid certain situations. Yes...a powerful mask is needed!
There is a great book...'The Highly Sensitive Person" by Elaine Aron that is absolutely a must if you wish to learn more about it. I think she has a site too.
Take care now and...pick and choose those movies!
Dan