Whenever a spirit of any kind is close by and the occasional spooky film. For me it's generally the the real thing that does it to me. I work a lot of night shifts and I have a lot of strange encounters. Sometimes these events are really sudden and it makes me feel cold to the bone at other times, usually when the spirit is quite visible, the physical sensation is more subtle. I put this down to the different sensory limitations. If you can see something, you are less reliant on the shadows for your perceptions.

I know when I'm close to something from the spirit world because it feel like my skin shrunk a size, my hairs on my arms stand up and goosebumps stick up like Braille graffiti. The insides of my shoulders feel cold too.

If it's an Angel, there is often a smell, soft good smells like lavender, orange, bergamot, vanilla or flowers and honey. Fallen Angels tend to smell of sulfur, acid and methane but they can change the smell to something more friendly for politeness sake.

There is one bit in "The Exorcist" which gives me goosebumps - it's when the recording of the girl talking backwards is played. Some of that recording is genuinely from an exorcism.

The bit in the car in "The Mothman Prophecies" does it a bit as does the bit in the street outside the precinct in "Fallen".

Horror films are too tacky these days and studios need to butt out and let the directors do their best work.