Exhibit A:

New York's scariest building?
Ghostbusters opens with a great, subtly bizarre crane shot that swoops down on the front of the New York Public Library (Humanities and Social Sciences Research Division, if you’re nasty) and winds up staring upwards from beneath one of the iconic lions. We’re told emphatically that this is a horror movie by Elmer Bernstein’s splendid soundtrack, which, with it’s moaning theremin lines, hovers right on the edge between spooky and “spooky.” If you’ve seen the movie – which at this point, we all have - you’ll recognize this as foreshadowing for the role that animal statues will play later on, but on the first viewing, it’s just a dramatic shot of a library. Even on a second or third or fifth viewing, you might want to ask yourself: why choose the library lions as opposed to any other statue? The answer is that libraries are actually kind of scary: having the first supernatural scene take place in a library works in a way that saving it for Sigourney Weaver’s fridge would not. Your mileage may vary, of course, but walking into a really great library (of which the NYPL is certainly one) engenders a little frisson… call it fear, or awe, or vertigo, or anything else, but something in the nervous system gives a little twitch, which the filmmakers exploit wonderfully here.
Exhibit B:

There is no Dana, only backlighting. Actually, all of these shots are backlit the heck out of.
Consider the film’s most famous line by a long shot, “There is no Dana, only Zuul.” Of course this is hilarious, but it sticks with us because it’s also legitimately eerie. And what makes it work is that it’s still manifestly Sigourney Weaver reading the line, so we know that the bodily aspect of the character is still Dana. It would be much less creepy if it was a big ol’ demon dog thing delivering the line. Even then, the words “there is no Dana” would give the game away – obviously there is a Dana if you feel the need to say that, pal – and make the line a little creepy. The least creepy possibility would just be a demon dog saying “There is only Zuul.” Given that the terror dogs themselves are actually pretty awesome looking, this is worth pondering.
Exhibit C:

Puff Daddy: The Ultimate Evil
In Greek myth, we are told that Zeus would appear as a bull, or a swan, or whatever because the majesty of his true form would destroy any mortal who beheld it. Presumably Gozer the Gozerian, who is actively trying to destroy the Ghostbusters, has a different reason for needing a form to manifest. Bill Murray tries to foil Gozer’s plan by ordering his friends to avoid conscious thought, but Aykroyd can’t keep his brain in his pants, and as a result the dreaded Stay Puft Marshmellow Man is born. Again, there’s some actual horror here, and again this is worth some thought. If Lovecraft’s dictum is true, and the unknown is always scarier than the known, why is the goofy looking marshmellow man, who is literally KNOWN by one of the characters in the most literal sense possible, so much more frightening than, say, Godzilla?

Hmm… “Freud-tastic” … I like that word.
Just a quick fact check: the instrument you hear is not the theremin but in fact an Ondes Martenot, an electronic instrument invented in 1928 that’s a bit like a theremin and early synthesizer mashed together. English composer Cynthia Millar was the talented player- one of the few Ondes masters in the world. For a quick reference try:
http://en.wikipedia.org/wiki/Ondes_Martenot
or
http://www.thereminworld.com/news.asp?s=627
Bernstein used the instrument quite often to add a haunting quality to his scores, and with rare exception with great success.
Enjoy!
Ah! I’m never any good at keeping my early monosynths straight just from the sound… thanks for the correction. The Ondes Martenot is a very cool instrument indeed.