Some are movies are just spooky. Gentle thrills can let kids explore fears in a safe environment. Others movies can be very scary and even violent. Scary movies that contain violence or adult content can have harmful effects on young viewers' behavior and mental health.
Ultimately, you know your child best. If they ask you to watch or play something that might be scary, consider each child on an individual level. It might be appropriate for them to engage. It could even be best for you to watch/play whatever it is together to ensure they don't become overwhelmed.