You don't need supernatural stuff to have horror. Cormac McCarthy made that plain.
And sometimes, realistic horror is all the more scary. For with fantasy , you can say, "oh, hah, well, that will never happen." But when it comes to realistic stuff? The world is full of folks like Anton Chigur. Realistic horror is the horror of "it could happen, even here, even to you."
With that in mind! Consider the case of the man who died in the Trump Tower Fire. When I read the story the first time, I thought it was mere misfortune, but then I discovered further details -- chief of which is that the man was desperately trying to sell his apartment.
That's where the horror comes in, because he tried to escape his trap and failed. And it was a trap -- a firetrap. Trump ranted and bullied and kicked his way into omitting fire sprinklers from the building.
So to speak, the Trump Hotel devoured a man that was trying to run from it. There's horror for you.