Why do people watch thriller films?

I think there are a few reasons. One is that people like to be scared sometimes. They like to see something shocking, creepy, maybe even something that feels "wrong." I think that because sometime people may view life as mundane and boring, and need that extra "jump," or change in emotion in life. Some people may use it as a way to vent. There are people who are very quiet and timid and have no way of speaking up for themselves, and so instead of back lashing at others, simply throw on a horror movie (the way some people use music as a means to vent). Some may like the psychological aspect of horror movies. 

As someone else posted on here, movies like Cannibal Holocaust and Salo are filled with disgusting, distasteful images. You may question the director or writer of the movie but also in a sense you may ask yourself... is society really that bad? Some people (more intelligent I would say) like to understand what's going on with the world, understand why people may act the way they do. People like to dig into the personalities of others and look at the psychologies of the world, and many horror movies (such as those) touch on this disturbing aspects of life. Another reason is some people just want the adrenaline rush. 
 The way some people watch action movies for the rush, some people want a little bit more and watch horror movies. Those are the main reasons themselves.