Why this works:
Much like The Fugitive or The Terminator, No Country for Old Men gives us multiple protagonists to play and experience the story with, such as Llewellyn Moss and Sheriff Ed Tom Bell.
On top of that, however, it gives us one of the most terrifying antagonists in film to deal with: Anton Chigurh. Not only is he ruthless, but he brings a more grounded type of horror that is certain to unsettle many. If you haven't seen the gas station scene, I recommend you check it out. And if you have, imagine having to deal with that.