There is, in literature (although I suppose in other media and in real life as well), a distinction between levels of fear. A distinction made between horror and terror. In the case of horror, the fear comes from an encounter with the grotesque and the gory. It's counterpart terror comes from the anticipation, knowing that some horror lies in wait, and trying to escape this gruesome fate. To sum it up in a quick, but terminologically confused, analogy, terror is the J-Horror to horror's slasher-flick.
Unsurprisingly horror is regarded as the weaker of the fears, a quick shock-value scare of a pulpier nature. Terror, the stronger of the fears, is all about the build-up to the horror. A slow, constant heightening of tension, as you draw closer and closer to the horror that awaits. As a result, terror is nothing without horror. Without the possibility of some grotesque fate, there's nothing to fear, and so terror and horror must go hand in hand, and the horror must be able to live up to the terror, or both just feel lacking. 2009 horror film Paranormal Activity is a strong example of such a failing. Terror was built up throughout the film, with the presence of the demon always looming over the house, always a threat, always building to some terrible climax. Whoops! A last second shock that actually engenders laughter more than anything else, dissipating all feelings of horror (the demon) and of terror (the fear from knowing of the demon's presence but being able to truly fight back).
This fearful dichotomy is, I feel, flawed. If horror is the supernatural beast with the machete, and terror is knowing that this beast is stalking you, where do we place the fear felt before identifying the horror? It could be a part of terror but that doesn't seem entirely accurate. In The Hanged Man Orson Scott Card identifies this third fear as dread, the earliest stages of fear, when you know something is wrong, but cannot yet put a face to the fear. In this 3 stage breakdown of fear dread is finding your front door mysteriously open and knowing that something is wrong, horror is the mad man with the axe who has entered your house, and terror is that point in between, where you know that this mad man is stalking you, knowing what it is you fear, and trying desperately to escape it.
Sure; many would argue that terror and dread go hand in hand, though, and the horror would happen when the mad man actually _did_ something (chopped people up or whatever). But the more important aspect to get is that it's nuanced, which you do.
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