There have been no ill effects from showing Maeve the Nightmare Before Christmas as far as I can tell. She has watched it just about every other day since the first time we showed it to her, and it appears to have become an instant classic.
She shows off, sometimes, how unlike me she is. If I'd seen that movie as a child, I would have had very vivid nightmares for weeks, and probably would have informed all the adults around me that I felt it was "too scary" and unsuitable for my age. (Which is what I did when some poor soul tried to show all the kindergartners at my school The Neverending Story)
Maeve is a very matter-of-fact kind of kid who easily draws the line between real and pretend. Nothing is frightening for her in that movie because none of it is real, it's that simple. We do still skip Oogie Boogie but mostly because he's mean to Santa Claus, and COME ON.
Yesterday, after another viewing, she decided to make spooky faces to decorate for Halloween, so I let her paint some paper plates. The paint came out more red than orange - mixing finger paints doesn't often yield the desired colors - but her paintings were pretty evocative, I think.
This kid is so different from me. And I treasure those differences, because I love seeing who she is, my little fearless daughter.