[Stingy Jack]

I don't know ... The intention of Reefer Madness was to cause fear. Fear of marijuana. But that's not a horror movie.

Also, Jacob's Ladder is a horror movie, to me. Although, it doesn't really center on a killer/killers of any kind. Neither did The Eye.

And someone dying in a non-comedic way happens all the time in dramas. We wouldn't call Titanic a horror movie, nor Schindler's List.

So, I suppose the only thing that all movies have in common that I consider to be horror films is: unusual, frightening occurrences happen to the protagonist in a way that is meant to cause tension and fear in the audience.