Why do we enjoy messing with our heads?

Today I have finished Uzumaki, watched Dead Man's shoes, and nearly finished reading Grotesque. All three with very dark themes making for an uncomfortable read / watch.

I'm certainly not a very dark and gloomy sort of person overall, I'm just as likely to watch Spongebob Squarepants or read a manga involving a kung-fu fighting panda as I am to watch a horror movie, but sometimes I just get in the mood to get all dark.

Why do we enjoy this sort of things? What is it in us that makes us seek out these kind of experiences?