Hostel, Turistas: The would outside America is a depraved hellhole full of sadistic criminals
The Green Inferno, The Ruins: Indigenous people are unreasoning bloodthirsty savages
The Wicker Man*, Midsommar: Pagan religions are barbaric cults of human sacrifice (this one has been used to justify imperialist wars as far back as ancient Rome)
Drag Me To Hell: It's about a literal fucking gypsy curse
*The original. The remake is reactionary for its cartoonish misogyny
The lower budget horror B movies tent to be pretty explicitly anti-capitalist. Or at least somewhat outside the realm of normal Hollywood propaganda.
Josh Olsen from The Movies That Made Me directed a low budget horror movie called The Infested. At one point one of the characters goes on a rant about the CIA selling crack in the inner cities. B movies can be based as fuck.