Maurice Broaddus, an Indiana native who reviews movies at his site and occasionally for Hollywood Jesus, writes horror stories. He is also a Christian. He writes about a "theology of horror" here and here.
Maurice mentions something that I never knew before: Wes Craven, director of the horror classic "A Nightmare on Elm Street," attended Wheaton College - he obtained a bachelor's in psychology and education. Isn't that intriguing? I wonder if he ever returns to visit during alumni events.