Yep, they do get scared but it is really fun and afterwards you can hear the kids laughing and having a good time. I like to use animated props for my haunted porch. Especially the zombies. They tend to get the biggest screams. I especially like the ones here: http://www.animatedhalloweenprops.org/product-category/zombie/
The below is one of my favorites. I add it to the lawn right next to the walkway!