The spirit of fear is a very powerful devil of satan's and which God has NOT given to his people:
For God hath not given us the spirit of fear; but of power, and of love, and of a sound mind. (2 Tim. 1:7)
This truth is not difficult to understand. God's kingdom is a kingdom of order; nothing happens by "accident." Anything satan wishes to do must first come across God's "desk."
God is a gentleman; he will not interfere with your free-will choices. So, if you chose to align yourself with an unholy thing (e.g. a "scary" movie), then you have given satan the legal permission he requires to send his boys to you and set up a stronghold in your life. For example, a satanic devil (commonly referred to today as a "demon") follows every buyer of a Harry Potter book into his home.
Hypothetical conversation between God and satan:
satan: Did you see what Jane just did? She bought a Harry Potter book!
God: Yes, I saw it.
satan: Well, it wasn't a Godly thing to do.
God: No, it wasn't.
satan: Then I have a right to sick one of my boys on her.
God: Yes, you do.
This is Spiritual Warfare 101 and it's not taught in the mainstream evangelical churches today (hurts the attendance numbers).
Until Jesus Christ returns, satan is before the Father, accusing the brethren:
And I heard a loud voice saying in heaven, Now is come salvation, and strength, and the kingdom of our God, and the power of his Christ: for the accuser of our brethren is cast down, which accused them before our God day and night. (Rev. 12:10)