One of the hardest parts of constructing a solid horror narrative is giving your characters a reasonable motivation to stay in the location where the terror happens--even casual fans will snidely ask, "Duh, why don't they just leave LOLZ" the minute spooky shit starts happening. Other then setting your story in the proverbial cabin in the woods (or going post-apoc), the most effective way to believably put your characters through the ringer is to employ the apocryphal (and false) fable of the boiling frog. Start with innocuous but ambiguous happenings, ratchet up the tension and severity, and by the time your characters realize what kind of story they're in it's too late. One way to do this is to have a character cry werewolf--they are the only ones experiencing the most severe manifestations of paranormal activity (hey-oh), but for whatever reason the other characters don't believe them.
Hell House LLC almost gets this right.
In HHLLC, a crew of professional haunters crashes a creepy, abandoned hotel in order to turn it into the haunted house to end all haunted houses in time for the Halloween season. Head haunt-cho Alex has directed Paul to document their efforts, ostensibly to make it easier for them to replicate the experience when they rebuild everything the next year. Paul's the first one to notice anything out of the ordinary going on, and Alex blows him off when Paul tries to talk to him about it.
So far, so good--we've got a character experiencing crazy shit that would make most of us run screaming out of the house, but he's not the one in charge. Alex isn't seeing or experiencing anything other than being woken up in the middle of the night by his annoying friends/crew members, so he's got no motivation to leave. Paul does, but doesn't have the ability to make it so. This dichotomy gives them a realistic reason to stay in the hotel until everything goes well off the rails.
Unfortunately, there's one moment where everyone's motivation falls apart, and the damnedest thing is it's eminently fixable.
Paul captures a sequence of film that's undeniable--the immobile clown dummy from the basement standing at the top of the stairs, the dummy moving its neck (which the characters have repeatedly stated it could not do), and then disappearing. In the sequence of film everyone in the house is accounted for. Paul plays the film back for the other characters, who all go oh shit and then quickly assume it's just Paul fucking with them.
Which almost works, but there's a problem. It's clear from the footage that none of the guys could have dressed up in the clown suit--we see them seconds later on the other side of the house. In order for Paul to be pranking them, the footage would need to be doctored, and that particular plot point isn't set up well. There are moments where Paul is portrayed as an irreverent slacker, but not as a master prankster--if his character had been set up as a hipster Loki it would have worked. But given what we're shown, I'm not buying the reactions of the other characters to Paul's footage.
To fix this moment, and by extension the reasons why the characters choose to stay in this haunted hotel, a quick scene could have been inserted earlier in the film showing Paul executing a serious practical joke on the rest of the crew. Preferably involving video editing. That's all it would take for me to buy the other characters' dismissive attitudes.
So, to recap--have your character cry werewolf. Have a relatively powerless and reputationally-challenged member of the group bear witness to the real horror. Give the other characters plausible reasons for not believing him or her. And then let the terror ensue!