What is a scientific explanation for why some people enjoy watching horror movies?
Certain emotions/situations trigger parts of body's self defense mechanism which in turn make the brain release certain chemical compounds.
These chemical compounds in turn prepares your body to respond to the situation at hand. For example in case of life threatening situation one experiences an adrenaline rush which prepares the body by quickening the heart rate and adding strength (sometimes perceived as almost superhuman) and speed to our usual abilities. This lets an individual fight to the best of his ability or run away as quickly as possible.
As a side effect of adrenaline, the body releases dopamine which (among its many uses) stimulates the brain's pleasure system.
Thus when you experience a 'fear' moment in a horror movie, your brain perceives it as a threat and triggers and adrenaline rush which in turn releases dopamine.