Horror movie soundtracks sometimes include infrasound, which is sound below the range of human hearing. Infrasound is a low frequency sound that exists at 19 Hz or any lower frequency. Even though we can't hear it we can still feel it. Infrasound has been shown to induce anxiety, heart palpitations, and shivering.
Infrasound naturally occurs when natural disasters occurs such as wind, earthquakes, volcanic eruptions, avalanches, etc. Scientist investigate infrasound in order to predict future disasters.
Some animals perceive the infrasonic caused by natural disasters, and to use these as an early warning. An example of this is the 2004 Indian Ocean earthquake and tsunami. Animals were reported to have fled the area hours before the actual tsunami hit the shores of Asia.
Vic Tandy in 1998 explained how infrasound can produce the impression that a place is haunted, suggesting that the false perception could be caused by a fan, old main or more of the objects that are in a house and cause infrasound, which in turn affect the body leading people to think that the place is haunted.
Gaspar Noe (movie director) used sound that registered at 27 Hz for the first 30 minutes of his 2002 film Irreversible, a movie that would be stressful enough without the creepy audio. With the added low frequency noise it's a truly unsettling movie. The sound was so off-putting it made some movie-goers nauseous and disoriented, and they left the theater.
David Lynch (filmmaker) uses infrasound in literally everything he releases except for The Straight Story, and Paranormal Activity used the below-20-Hz frequency to freak audiences out while they looked at empty doorways and oscillating fans.