What kinds of arousal can a human brain experience?
Depends on what you mean by "addiction": defined, addiction usually requires both psychological and physiological dependence, but conversationally we sometimes only talk about psychological dependence (as in here, your muscles won't cramp up if you NEED a horror flick).

If a person enjoys horror movies, is it the suspense? Such a rush is caused by the well-known fight-or-flight catecholamine epinephrine (also known as adrenaline). This is the short-term stress response at play. Comfort foods are a whole other story, because it depends on the food as well. Carbohydrates can contribute to serotonin levels, yes, but I read a super-interesting study a couple years back about saturated fat causing a decrease in corticosteroid levels and this sought to explain why people eat fatty foods when they are stressed (I'll try to find this article for you). Tryptophan, an amino acid, is converted to serotonin, which is why turkey, milk, and other sources of trp can make one sleepy. 

Awesome question! I'm going to try to learn more about this and find that article for you. Dopamine is the primary player in most conventional addiction-talk, as it's crucial to the reward circuitry that is usually discussed.