Horror is in a curious position as a genre given that it is almost entirely based on emotion, or rather a small gamut of emotional reactions, rather than a form or idea (pick your counter-examples in whatever genre you like). It relies upon stereotypes rather than tropes. Tropes are what we find in all literature, and it is the interruption and overturning of such tropes (which are weak indicators of our expectations) that we often point out a work's originality and creative merit.
In contrast to this, horror overturns little. It wishes to trigger. It seeks to plug into our most ancient reflexes. It is the poetry of the lizard brain. Its focus is disgust, and not thought. That is its first level. If horror is to become any more "intellectual" than this (i.e., at all...), then this visceral reaction must be aligned with some cultural analogue, and this is the second level of horror. In Lovecraft, this is via some barely veiled WASP racism (do I really need to spell out what lies behind the "horror" of Shub-Niggurath, all torturous attempts at etymological rehabilitation aside). In Kalki by Dan Simmons, it is through a disappointingly un-nuanced form of orientalism (yeah, I went there).
This photo is as crap as a reference to Lovecraft should be.
The problem with all this is that the part of the brain to which this genre makes its appeals resists systematization, and the reader who bothers to read through Lovecraft's collected works (have mercy on my sense of taste, as I did) begins to interact with each new example in the text of such words much as a bird-watcher might greet the most scraggly pigeon in the street, that is with something less than ecstasy. It all becomes a bit...obvious. The text waves a red flag at us screaming "you will be afraid soon, oh, so very scarified." In actuality, the logic of horror is analogous with the logic of pornography, wherein there is a continuous need to 'make it new' (I am thinking of Gore Vidal's words in the documentary Thinking XXX).
Finally, we can indirectly return to some of the problems surrounding the notion of the inexpressible, and consider Carrion Comfort by Dan Simmons. I simply don't feel comfortable with horror that leeches off the Holocaust. It smacks of theodicy, for how and when could it ever appropriate to introduce paranormal elements to the ferocious reality of millions of deaths?
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