One common setting is small, seemingly ordinary towns in New England. For example, in 'Salem's Lot', the town of Jerusalem's Lot serves as a spooky backdrop. These small towns often have a sense of isolation which allows for the build - up of mystery and horror. There are also old, decrepit houses which are full of secrets. Like in 'The Shining', the Overlook Hotel is a setting that is both grand and menacing.
There have been quite a few movies based on Stephen King's novels. It's hard to give an exact number off the top of my head, but some popular ones include 'The Shining' and 'It'.