Wild West - As of late, the wild west is a magnet for aliens and the word 'Vs'. It is also has its share of vampires and demons, but a high number of Injun Shaman keep them in check.
Whisper - In a film you can whisper to your heart's content, only a few feet from the killer, and no one will hear you. You can plot elabrate plans with your friends, safe in the knowledge that you won't be detected.
Wind - A howling wind on a mist-covered night will attract cliche-demons. These are the worst kind for they will torture you to death with their unoriginality.
Witches - Ancient witches = evil. Modern witches = lesbians. Teenage witches = sexy.
Wanker - If you are an Englishman in a horror film then you are expected to say this at least once. Bollocks is an acceptable substitute.
Warlock - A male witch. Unless the warlock is Julian Sands, then there is little need to worry as a male witch is about as dangerous as a male nurse.
Winter - Winter has 46% more horror movie situations than Summer. One would advise an extended foreign vacation during the cold months.
Willy - A funny word for a penis. Ha!
Wrinkles - Wrinkled old ladies will curse you. Wrinkled old men will give you advice. Wrinkly babies are cute.