I guess people are harder to scare these days. I heard that when Frankenstein came out they had to add a warning about how scary the movie was at the begining of the film because of a rash of women fainting or leaving the theater in hysterics.
When I was about 10yo Nightmare On Elm Street (it came on when I was babysitting my sister) gave me nightmares.
The only movie that I had a nightmare about in recent years was Night Of The Living Dead, but that was more because of my claustrophobic issues (much like I'm sure someone who is Acrophobic would have nightmares about Vertigo), rather than being afraid of zombies.