This may seem like an inane and pointless question, with a rather simple answer; "To make us feel something, of course." While this is a good first step, we could just as easily ask, "Why do we enjoy movies that make us scared? Or sad?" Why is it that the other acts of leisure we pursue seem to bring us some measure of contentment or solace, yet we still seek out these low points of emotional stimulation?
For those well-versed in the world of cinema, an unrelentingly disturbing horror film may elicit a more positive reaction than the most heartfelt, tender rom-com, simply due to the execution. When I watch a film, my attention is balanced between an appreciation of the technical craftsmanship and my emotional reaction evoked from the viewing. However, because most of the nation does not know all the little details of what goes into making a movie, the technical achievements of many great films go unnoticed or unappreciated, and we are left to judge the picture based solely on our emotional reaction. Is it fair that these works be dismissed with an inconsiderate "Well, that sucked" from the people with whom the film did not resonate? Though there is no definitive rating system for works of art, can these commercial failures really be considered "bad movies" based on public opinion alone?
Well, that's not really for me to say. The world of cinema is subjective, and can mean something entirely different to varied groups of individuals. An easier notion to speculate is the 'why'; Why exactly do some of us crave the experience of being chased through the woods by an axe-wielding maniac? Perhaps not literally, but for an emulation of the real-life ideas. This I would attribute to the ever-shifting roles of humans in western culture; think back to the days of widespread agriculture, where our ancestors eventually advanced to the point that they didn't need to spend every hour of the day doing hard work, and instead focused on discipline of the arts or higher education. In the same vein, the everyday American does not need to be constantly on the lookout for ravenous predators, and as such, does not experience the fear of being hunted. I'm sure if a person were actually chased through the woods by an axe-wielding maniac, a movie depicting such traumatic events would not be high on their 'to-watch' list. Yet, a person who spends their life at a computer desk with a 9-5 job, world-weary and bored of the everyday grind, has not been subjected to such events, and naturally would be curious as to what it would be like to experience. Perhaps a person who is incredibly depressed finds comfort in a film depicting depression, seeing another struggle through the same battles and coming out on top.
I could go on to list nearly every genre of film, but I believe that what it all boils down to is excercise. Excercise not of the body or the mind, but of the spirit. In the same way we cannot go long without physical or mental stimulation, we must also stretch out our emotions (cheesy as it sounds), lest we forget what it means to be human in this tumultuous humdrum that is our shared existence. We watch movies because life is draining, because we need to distract ourselves, because we crave the adventure lacking in the everyday... But above all, we watch movies to feel something.