Daredevil and The Grudge are the only two I can think of. I went to see An American Werewolf in Paris and I was the only person in the cinema, so I stayed because I felt bad for the film.
I went to see U-571 and the cinema was empty right up until the film started, then a couple of kids (one early and one late teens) walked in and sat two seats away from me. After about five minutes of scene setting in a submarine draped in swastikas with all the crew speaking subtitled German, a voice piped up "are they Germans?"