Can scary movies trigger fight or flight and why can a person enjoy this while another does not? Essentially, I understand the release of adrenaline can be addictive and that scary movies and events are a safe way of experiencing the drama without all the actual mess. but 

However, if we are triggering our fight or flight response, then isn't suppressing it a separate chemical reaction, or at least an alternate one? 

Is the release experienced more pleasurable for some people then others? Or is it a simple matter that staying in one's comfort zone is more enjoyable then the potential joy of a release?
I imagine individual differences in enjoyment derived from horror films would be multifaceted as with most preferences regarding consumption of different media. Some of the research mentions how males, teenagers/young adults, sensation seekers, and those who have a history of exposure to horror films (although this may be both cause and effect) tend to like horror films more.

Sensation seeking: You might want to look into the personality trait sensation seeking. To quote Wikipedia quoting the originator of the concept, Marvin Zuckerman.


  Sensation seeking is a personality trait defined by the search for
  experiences and feelings, that are "varied, novel, complex and
  intense", and by the readiness to "take physical, social, legal, and
  financial risks for the sake of such experiences." (Zuckerman, 2009). Risk is not an
  essential part of the trait, as many activities associated with it are
  not risky.


Zuckerman discusses the psychology of horror films in this video (see transcript here). He frames sensation seeking in terms of habituation. Thus, the more horror films that a person has seen, the more intense the horror would need to be in order to induce the same rewarding level of arousal.

Exploring the concept of sensation seeking may also move you more towards a more primary concept of why people seek such arousal inducing experiences. You could for instance read Roberti's (2004) literature review of the biological and behavioural correlates of sensation seeking. In particular, see section 4 on biological characteristics related to sensation seeking:


  Zuckerman (1994, 1996) has proposed a multi-level approach in which
  sensation is a product of interactions between neurotransmitter
  systems (Zuckerman, 1996). Agonistic and antagonistic interactions of
  biological correlates are related to sensation seeking. Biochemical
  mechanisms provide major support for the relation of sensation seeking
  and associated biological systems (Balada et al., 1993; Ballenger et
  al., 1983; Daitzman &amp; Zuckerman, 1980; Dellu et al., 1996; Gerra et
  al., 1999; Netter et al., 1996; Piazza et al., 1993; Ruegg et al.,
  1997; Zuckerman, 1984, 1991a; Zuckerman et al., 1980).


Tamborini and Stiff (1987) studied the appeal of horror movies:


  A survey was conducted to determine the antecedents of the exposure to
  and appeal of horror films. Audience members leaving the theater after
  viewing Halloween II were interviewed using a questionnaire that
  contained measures of specific reasons for liking horror films as well
  as measures of several individual-difference variables. A model
  emerged from structural equation analysis indicating that three
  important factors in the appeal of horror films are (a) the audience's
  desire to experience the satisfying resolutions usually provided in
  these films, (b) the audience's desire to see the destruction often
  found in these films, and (c) the sensation-seeking personality traits
  of audience members for these films. In addition, age and gender were
  important predictors. Horror films were enjoyed more by males and by
  younger viewers.


Tamborini, Stiff and Zillman (2006) summarise existing research linking sensation seeking with horror film preference:


  Several studies  have  attempted to  investigate  the  relationship 
  between the attraction to horror films and sensation seeking. The
  first  attempt to  look at  this  issue was reported by  Sparks
  (1984), who  correlated his own 20-item scale measuring Enjoyment of 
  Frightening  Films (EFF) with the Sensation-Seeking Scale, and found
  an overall  positive correlation between the two for both males (r=
  .22,p= .01) and  females (r = .28, p = .01). A second study (Tamborini
  &amp; Stiff, 1984) also  found an association between the liking of horror
  films and a measure of  sensation seeking computed from  the 
  combination of  disinhibition,  experience seeking, and thrill and
  adventure seeking scores (r= .14,p=  .05).  Finally, Edwards (1984)
  found a strong correlation between the  entire Sensation-Seeking Scale
  and interest in horror movies (r = 51, p  &lt; .001). Unfortunately, the
  articles by Sparks (1984) and Tamborini and  Stiff  (1984) do  not 
  report the  correlations between  the  individual  subdimensions of 
  the Sensation-Seeking Scale and their measures of  attraction to
  horror films. This information is of particular interest to us  if  we
  want  to understand the  appeal found  in  horror  since  these 
  subdimensions are thought to be unique. The study by Edwards (1984) 
  does  provide  information  in  this  regard,  however.  According  to
  Edwards, each of  the subdimensions is correlated to interest in
  horror  films with disinhibition having the strongest relationship (r
  = .54, p &lt;  .001), followed by boredom susceptibility (r = .41,p &lt; .001), experience  seeking (r= .39,p &lt; .001), and thrill and adventure
  seeking (r= .24, P &lt;   .01).


References


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