A lot of them have survived over the generations. The Bloody Mary for example. I`m sure there are some that have disappeared over time, as they ceased to scare us. We definitely don`t scare as easily as we used to.
There are certainly some old horror films that don`t scare us anymore, at least not like they used to. With the rise in technology, and computers taking over in the design of effects, the look back to a horror film from, say the thirties or forties, when they relied more on dialogue to scare, would seem maybe like an interesting story but possibly with only a few good moments, though not like “Whoah,” and watching the movie through your fingers.
My theory is that as time passes, and we evolve, we become hardened as we continually unravel the mysteries before us, and as these mysteries are unravelled, any attachment to myth and folklore and urban legend that the mystery once held evaporates, along with the fear we once held to those myths or legends -- and of course the one thing we as humans always fear is the unknown. I guess it`s lucky that there will always be mysteries surrounding us.