I would have to say yes - it's a slippery slope really.
Just bear a few things in mind - would Jesus be happy with you watching something related to the occult, that might ignite your interest in that area further? And even if it didn't, can it really be called just entertainment? Same as violent video games for kids - are they just innocent fun?
Also, think about what kind of mind was behind the film? Would it be a healthy mind that is overflowing with the Holy Spirit showing a film for other people's spiritual good? Or someone trying to think of the sickest most evil plot they can, which will probably scar the minds of some of the film's eventual audience, and maybe lead them down the wrong path. You may think this is extreme for me to say, but even the likes of the CSI series and all those crime series, Law and Order: SVU, Criminal Minds, etc., have you not noticed that what might have begun as a kind of simple murder plot has now graduated to some of the sickest storylines imaginable. Really. Each week it's like they have to outdo the horror of the last week by imagining a truly twisted mind. God is not at the heart of those programmes either I realised, and I no longer watch them.
Then, do you want to indirectly fund this kind of production by paying to see it at the cinema or at home?
I may sound like I'm preaching, but I'm honestly using the best teacher - experience. I used to love ghost stories as a child, "harmless" childrens' supernatural films, which graduated to horror stories and evil horror films. My interest was only mild at first, I thought there was no harm in it at all, but it sucks you in, and draws you to the dark side before you even realise it. I'm not kidding.
Why not instead of sitting down to watch the film, no matter how good it supposedly is, why not go to your room and pray and offer your time as a little sacrifice or mortification to God.
Another current post here remarks at how little time we have on Earth and how we should use it well, the lost souls would if they got the chance is the point made. We don't know when our life will be taken so we really should try as hard as we can to consecrate the time we have to God. It doesn't mean by not living, but by living for God, and eliminating those things that are obstacles on the path.