The strange conjunction of fear for pleasure is rarely considered, at least in a theological framework. Fear is basic to human psychological nature. While I see no point in denying that fear has a number of purposes, including self-preservation, I don't think the usual explanations about the origins of fear can quite explain why we also find certain kinds of pleasure in an emotion that is not, in fact, pleasant. 

Fear is perhaps the most difficult feeling to suppress; "it will out," just like truth. Many suspenseful film scenes are built on our knowledge of this fact, as when we are empathetically frightened for a character hiding in a closet while a dangerous killer searches the room. Letting the fear express itself, as either a whimper or a scream, will bring about the feared end—the killer will hear and strike. Silence— suppression—is safety. But self-control while fearful is no easy task. In 1959 a rather low-grade film whipped up quite a marketing frenzy based upon this knowledge. The Tingler has a silly plot involving a scientific discovery that fear is actually embodied in a parasitic organism that attaches to the spine; when your spine tingles, the only way to get rid of the parasite is to scream. If you hold in the scream, you will die of fear. The marketing gimmick involved installing vibrating buzzers in random theater seats without audience knowledge. Near the end of the film, this "tingler" creature escapes into a movie theater. Then it looks like the film "breaks" in the projector, and we see the shadow of the "tingler" crawling across the lens—and then the screen (the real one) goes black. The "tingler" has escaped from the movie. The audience is now in total darkness. A voice from the soundtrack cries out that the "tingler" is in this theater, and you'd better scream to save your life—and that's when the seat-buzzers go off. Movie world and real world meet unexpectedly and everyone dumps their Cokes and greasy popcorn buckets on their dates. The high-decibel response to the gimmick, as you might imagine, had a galvanizing effect on the next audience waiting in line outside, tickets in hand. 

There are really only two categorical objects of fear: fear of the natural world and fear of the supernatural world. There is indeed much to fear in the natural world, and these objects of fear make their way into many movies, such as The Birds and Jaws. There is also fear of the unknown, the "super" natural—the things "above" the natural, material world—and of course many horror films are built upon this fear. The supernatural is terrifying because the extent of its power cannot be predicted. Almost all fears can be reduced to a fear of the unknown, including the fear of not knowing what is going to happen next. Uncertainty is, quite literally, dreadful. This is what drives the greatest moments of suspense and terror in movies. It is not the knowing—it is the not knowing. The two categorical objects of fear meet in the one great universal fear—the one fear that is widely observable in the natural world, but holds open the door to the supernatural one. That universal fear is death. 

We have an inborn ability to experience the warnings of fear when in the presence of natural dangers. For people like me who climb mountains and cliffs as a sport, part of the challenge is learning to control the extremely powerful natural fear response to danger. What is more interesting, however, is the response that apparently all humans have in the face of a supernatural force, real or imagined.3 Even people who are strict materialists and do not believe in anything beyond the natural, observable material world can easily be frightened by a movie with an effectively presented supernatural element. You know it is a movie; you know it is fiction; you know these things aren't real. Yet your heart pounds and you jump during the scary moments. Why? There isn't always a buzzer under the seat.