We had the same issue with one of my DS. He was scared of some some movies at 2.5 years old and as he got older those movies no longer scared him but some other movies did.I don't recall which movies he was scared of but I know they were Disney movies, we simply put them away and watched them when he was a little older and he was okay with watching them.
Even now at 10 years old some movies made for children his age are still too scary for him, we really don't have a problem with that, we simply shelve watching them until he is ready.
He had no interest in watching Percy Jackson movies until recently and only saw Harry Potter's Sorcerer's Stone movie recently even though he read the Percy Jackson books and first 5 books in the Harry Potter series when he was 7/8 years old. He said he enjoyed reading the books because he used his own imagination to picture the characters and events in the book, but did not want to see the movies since the movies tended to portray the characters and events in a more scary way than he had imagined them while reading the books.
I think it is okay to shelter a child from movies and books that they are scared of. I have had to put away one or two books that were scary for my DS as he was growing up and even ones he hadn't read that I thought might be too much for him such as the last two books in the Harry Potter series until I felt he was emotionally mature enough to read them.
