I think if the movie has a serial killer that makes a suit of clothing out of human skin, it qualifies as horror. There are many horror movies that don't feature supernatural elements. Or ballet.
thanks you guys! Dan: I don't know why folk consider Silence of the Lambs horror..it has horror elements but it's essentially a very well down psychological thriller I would think...
Then again, critics and Bryan Fuller are calling the HANNIBAL tv show "elegant" horror..so who knows?
The Sentinel, Don't Look Back is really good, and terribly unsettling. The strangest ever is one you might have a hard time finding. A movie called The Shout starring Alan Bates. The 70's was the golden age of psych-thrillers.