Not really, a lot of it depends on the movie itself. I know a lot of movies that scared me when I was 9, 10, 11, or even 12 don't scare me as much anymore because I'm an older man(26) and I don't have the same fears as I had when I was a kid.
It also doesn't help that the "scary" films that are out these days are generally crap to begin with. The only decent to good/great horror films in the new milennium for me personally have been the SAW series, the remake of the original Texas Chainsaw Massacre, Wolf Creek, and The Exorcism of Emily Rose. Other than that scary films rely more of TRYING to make you scared instead of actually doing it.
It's kind of hard to scare a person with a film when EVERY horror film has to have a slow quiet scene and cue loud sound with something or someone jumping out nowhere.(Especially since they know it's coming.)