As a huge Horror fan, seeing people get their intestines ripped out of their ears, having their arms cut off and just general on screen massacres, they don't phase me.
But even though I knew it was going to happen, when Harvey Milk got shot in the movie, I felt fucked up. I was sad for the rest of the day (yesterday) and fucking angry.
I guess in a Horror movie, you go in expecting to be grossed out, so its more like a freak show where as Milk really showed you how fucking shitty people can be every day. Jason Voorhees isn't a monster, Dan White is.