The Villains, who are also often the Antagonists, are frequently the Influence Character because the IC is one of the few characters whose perspective must exist until the end of the story. So the Villain is often the IC in horror stories because everybody else is dead or removed from the scene.
There are a couple of movies that come to mind where the Villains (or monsters) are not the IC, though several of them are mixed genres such as Horror/Fantasy, Horror/SciFi, or Horror/Drama"
- The Reaping: IC: The little girl; Villain: Doug (and the townsfolk)
- Pitch Black: IC: Riddick; Villians: Monsters
- Aliens: IC: Newt; Villains: Aliens/Mother Alien
- Stir of Echoes: IC: Ghost (Samantha Kozac); Villians: The neighbors that killed her and covered it up.
- Edge of Darkness: IC: Hit Man; Villains: Corporate and government cover-up guys
- 30 Days of Night: IC: Stlla Oleson (love interest); Villains: Vampires
Granted, these are the exceptions rather than the rules, and each of these seem to be more than just "horror" movies.