There isn't a lot of horror on stage, especially the type that truly unsettles an audience and plays on their deepest fears. There have been countless comedies, musicals and tragedies, but only a few pure horror plays. Why is that?

When Jeremy Dyson and I wrote Ghost Stories, we wanted to rise to the challenge of creating a play that grabbed the audience by the throat and shook them with the force that any great horror film would. Recent films such as Drag Me to Hell and Switchblade Romance are examples of just how wonderfully ruthless virtuoso horror cinema can be. We wanted to prove that theatre could be just as unsettling and intense as the horror films we love.

Looking back, there is a lineage of theatrical horror based on the grotesque and the physical. Paris had the Théâtre du Grand-Guignol, which presented gore-drenched revenge tales from 1897 to 1962. The plays placed emphasis on physical horror such as tongue-rippings, throat-slittings and eye-gauging, which had a strange charm and both repulsed and delighted theatregoers until the real horror of two world wars rendered them unpalatable. The Guignol plays were similar to what we call "torture porn" in today's cinema – gory and violent entertainments such as the Hostel films that rely on visceral shocks to provoke a response rather than truly getting under the skin of an audience.

Of course, Shakespeare and the Jacobean tragedies had their fair share of bloody murders. But pure unnerving horror? The closest, I would argue, is Macbeth, which draws on real contemporary fears of witchcraft, but which – like many plays of its time – descends into a sea of stage blood and fake decapitated heads.

Shows such as The Woman in Black are much more to do with creepiness, eeriness and a tightening of the tension screws than gory titillation. The power of stage horror doesn't just match that of horror cinema, it can actually outdo it – horror in the theatre carries a wallop that is acutely amplified because it is live. There is a particularly tense scene in The Woman in Black where the young Arthur Kipps is disturbed by a rattling door. What makes this a much more intense experience in the theatre (as opposed to the film version) is that the audience shares the same physical space as the actors. What a clever horror stage production does is to remind the audience that the sense of danger is as real to you as it is to the people on stage.

As to why, despite this, there is so little horror in the theatre, I think it's because it is so hard to do. But when you hear an audience scream as one, night after night, and sometimes see them shaking in the street afterwards, you realise that horror on stage is something very special indeed and something that cinema cannot get close to.

• Ghost Stories is at the Arts theatre until 24 May