The Messengers is a neatly-crafted haunted house tale that comes together at the end (with a nod to Hitchcock). By 'comes together' I mean that the actual 'metabolism' of the haunting is made sense of by a twist that reveals the truth behind the incident that created the ghosts. As you can imagine, it's not nice.
Without the ghosts, the story could have been a psychological thriller by - say - Ruth Rendell. The plot is essentially a murder mystery which in the film is solved by supernatural means. But are all successful supernatural stories necessarily built around the armature of a thriller plot? As a non-expert I'm feeling my way here, but I've always felt a traditional thriller needs a few things.
1. Something happens - something bad. This is usually at least one murder.
2. Something is concealed about the something that happens. It must be concealed from a key character or characters, and of course from the reader/viewer.
3. Clues must be provided as to the truth of the situation.
4. Some kind of detective work - whether it be professional or haphazardly amateur - is involved.
5. A revelation must occur, and the murderer is often willing to kill to stop the truth coming to light.
Well, like I said I'm no expert. But it's obvious that this set of ingredients do occur in a lot of ghost stories. M.R. James' 'Lost Hearts' is rock-solid in terms of offering a murderer, an amateur detective (who happens to be a curious small boy), and a revelation of the truth (by supernatural intervention). However, the one problem with point 5. is that you can't kill someone who's already dead. A murderer whose fell deeds are being exposed by his victims is on a bit of a loser, when you think about it. The ghosts only need to get 'lucky' once.