We've had pretty bad luck taking our really sensitive daughter to a movie that didn't end poorly. Here is her record:
Meet the Robinsons - T-Rex scared the daylight out of her. Hid her face on my shoulder most of the movie.
Ratatouille - Scared of most of the scenes. Refused to speak to us after the movie.
The Water Horse - Learned to check out the reviews of the WHOLE movie before assuming its a cute innocent show. Walked out with screaming child when the Water Horse tried to eat his friend.
Veggie Tales: Pirates who Don't do Anything - Once again walked out with a screaming child when the cheetos tried to eat Bob.
Kit Kittridge: American Girl - Nothing scary, but don't think she really understood the movie. The Great Depression might be a bit over the head of a four year old. She almost fell asleep during it.
So I was VERY thrilled when we finally saw a movie that was not too scary and held some entertainment value. Beverly Hills Chihuahua made her laughed out loud. I know it didn't get the best reviews from the "experts" but it worked for our family.