Zoo - The zoo is full of dangerous animals. In a horror film what do you think is gonna happen. Stay away from the zoo, people.
Zeus - If you see Zeus then don't ask him to recharde your ipod unless you want a lightning bolt up your ass.
Zeal - All religious people that attain the rank of zealot will cause you all kinds of shit in a horror movie. Burn them on a cross, they will appreciate the irony.
Zack - The original Black Ranger is freakin awesome and may just save your sorry ass in a horror movie, but only if it's rated PG. Anything more adult than that and he has to go to bed.
Zoologists - Scientist in a horror movie are very helpful at giving you information about the blood-thirsty monster you just unearthed. Don't expect them to help you fight though; they're useless.