The implicit, and often explicit, intention of horror movies is to scare people. The fright engendered by horror movies can have residual psychological effects increasing your anxiety.
It feels like you have enough stress on your plate right now that I would kindly suggest viewing movies that will make your laugh or you find interesting and stay clear of things that are known to trigger your anxiety. I suspect with time the memories of the horror movie will fade if you keep your mind occupied with good things.
You are not going crazy ! Give yourself time to get over this feeling and do check out our resource thread at the top of this page...............read through the many ways to help reduce your anxiety.
Kindly,
Kitt