The pillow is my constant friend during movies. I can hug it, lean on it, or more often bury my face in it so I can't see what's on screen.
Creepy villains are the worst. If there is any hint of creepiness or nasty unknowns lurking in the shadows, then I grab the pillow. I'm pretty sensitive. Sometimes I even have to go hide in another room. Like that "I am Legend" movie that came out last year? Ew. I went and read a book for the last half hour. Poor DH. When I leave the room I leave him my pillow though. Maybe that helps him get through it.
And yet, in spite of all my avoidance of violent nastiness, I find my eye drawn to roadkill on the freeway. But when I get close enough to see any detail of what it might be, I realize I didn't want to be looking in the first place. I am weird.