Witches, vampires, zombies, serial killers, you can believe in them more or less, but in general, when we watch a horror movie about these topics, we are pretty sure that the chances of suffering an attack from any of them are low.
It's partly for this reason that demon/ghost movies are the most effective, most of us know someone with a paranormal experience (or suffer one ourselves). While another reason is the mystery around this topic that activates our fear of the unknown. But even with these movies there is still some assurance in us that the chances of being possessed or stalked by a poltergeist are low.
But what if I told you that there is a movie about a terrifying and mysterious topic that is very common? I'm talking about sleep paralysis and the documentary "The Nightmare". 
This documentary is directed by Rodney Ascher (whom you may have from "Room 237", the documentary about the making of "The Shining"), and is made up of the testimony of 8 people who suffer from this sleep disorder. Throughout the film the different anecdotes are interspersed while being portrayed by the actors.
I'm not going to lie, many of these representations are not scary, but that doesn't matter because the terror comes from the content of what those affected are telling. One can see that they really are or were afraid to go to bed. A place that should be rest and relaxation became a place of fear and even pain. And remember how I said it was something that happens a lot? A study by the University of Granada says that 50% of people suffer from it at least once in their lives (although only 6% suffer from it constantly, I don't want to worry you so much either).
The other focus of terror in this issue, as I had anticipated above, is the mystery. Although science has made a lot of progress in understanding this disorder, it is still not fully understood. One of the questions, for example, is that we do not know how to stop having these episodes, but without a doubt the most interesting mystery is why several people see the same thing when they suffer from these paralysis.
Throughout the documentary we can see that the visions vary a lot, there are those who see people, those who see animals, others who see aliens, but there is one vision that is the most common: the shadow people. Humanoid-shaped shadows that are led by one of them with a hat are seen by people all over the world. It is a very specific vision for it to be just coincidence.
In general the documentary is quite depressing, we listen to these people suffer something that they cannot stop, some since they were children, but there is a moment that is quite pleasant. In a section of the film, the interviewees tell how they discovered that what they suffered happened to other people and that they were not crazy, and of course, some of them discovered it thanks to the cinema. Cinema always allows us to know other realities and see that other people go through the same thing as us, and in the case of these people, "A Nightmare on Elm Street" and "Communion" made them know for the first time that they were not alone.
Anyway, if you want to be scared for a while with something very real, go watch this documentary, there are some very terrifying and interesting moments that I didn't want to ruin for you.
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