Asian Horror

A Wild Sheep Chase by Haruki Murakami

It's both difficult and not to pinpoint the differences in the horror genre from different cultures. Western and eastern horror is different, they feel different. Most, if not all Asian horror stories I've seen have been based in mythology and history, with a lot of vengeful spirits. Ones I can think of from my own experience are the anime Another and video game series Fatal Frame. They come with a gritty, sepia feel to them, like climbing up to your grandparent's attic to look at the dusty old things in there. It's uneasy all the way to the conclusion, which is often uneasy in itself.
I think I'd describe western horror in contrast as clearer. Psychological antagonists and horrific monsters, anything to get a reaction from the audience. Western horror either has an explanation, or is completely void of one. Western horror seems to have more physical malicious contact between protagonists and antagonists, even western stories about western spirits have a certain level of contact, as in The Exorcist and American Horror Story: Murder House.