There are three different types of horror, Supernatural, Scientific, Naturalistic.
Supernatural - The supernatural is what we most often think of as a true Horror movie this usually includes supernatural monsters such as vampires, werewolves, demons, ghosts and zombies. These are creatures of legend and come from thousands of years of human psychic response to the mysteries of the earth.
Scientific - The scientific horror film is where we find the mad scientist(s) creating or discovering something outside of nature; something that will be lost from human control and run riot before being overpowered (usually) by the army, and the world is restored to peace and harmony. The monsters featured in this type of film are often new creations, things we've never imagined or seen elsewhere.
Naturalstic - The naturalistic horror films feature monsters which our daily news is often reporting.The monster can also be an animal, such as a bear or a reptile (usually grown to above-average size), or even a group of beasts (ants, bees, spiders, dogs).