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Fear is a universal concept; people crave it in urban legends, scary movies, and modern stories. Open questions remain, however, about why these stories are scary and more generally what scares people. In this study, we explore these questions by analyzing tens of thousands of scary stories on forums (known as subreddits) in a social media website, Reddit. We first explore how writing styles have evolved to keep these stories fresh before we analyze the stable core techniques writers use to make stories scary. We find that writers have changed the themes of their stories over years from haunted houses to school-related themes, body horror, and diseases. Yet some features remain stable; words associated with pseudo-human nouns, such as clown or devil are more common in scary stories than baselines. In addition, we collect a range of datasets that annotate sentences containing fear. We use these data to develop a high-accuracy fear detection neural network model, which is used to quantify where people express fear in scary stories. We find that sentences describing fear, and words most often seen in scary stories, spike at particular points in a story, possibly as a way to keep the readers on the edge of their seats until the story's conclusion. These results provide a new understanding of how authors cater to their readers, and how fear may manifest in stories.