Shinnyusha is a Japanese horror film that was watched in Drippin' Episode. According to Logan, it is banned in 23 countries as well as Puerto Rico. It is apparantly very graphic, as Chase, Michael, and Logan cringed while watching it, and Dustin ran out of the room.
Dustin watched it, and got scared like the older boys did, so he stayed in the girls' room overnight. However, he discovered that he really missed spending time with his sister, so he pretended to still be scared to be able to stay in Zoey's room for a few more nights.