The Purge: The Perfect Horror Setting?
Full disclosure: I've never seen any of the "Purge" films, and I don't like horror movies. But the "Purge" franchise fascinates me, because they solved one of the biggest issues with most horror stories.
I believe that the only thing that separates horror from suspense is the feeling of helplessness. If you believe that the protagonist could find a way to get out of their situation, if you see a path out, or several paths out, that they just need to gather the courage to take, then I don't think you have a horror story. Horror comes from cutting off those chances, and making the audience and the protagonists feel like there's no one they can turn to for help.
You can put as many monsters in the story as you like, but if the protagonist seems capable of handling what you throw at them, why would we be afraid? That's the difference between true horror and something that uses horror tropes, like "Supernatural" or "Hellboy" - those protagonists don't need any help, they've got the situation covered.
In order to capture that feeling of helplessness, most writers (especially in American horror) place horror in remote environments. And sometimes they have to do a lot of legwork in order to justify it.
This is why every slasher film starts with the line, "We're going to the most remote place we can," and these days they have to add the second line, "Man, my cell phone isn't getting any signal, I was in the middle of uploading my Vines!" (I assume the kids today still do Vine?)
This is why the beginning of "Alien" establishes how far out of the way they are. "Lost" does the same thing, spending the first hour to tell us that the plane went 1,000 miles off-course. Because both of those stories necessitate that nobody will be able to come and find them.
Stephen King's "It" goes a bit further: when Beverly's bathroom sink pours blood, her father doesn't see it. He's in a room soaked with blood, and he doesn't see ANY of it. That is a clear warning sign - both to the protagonists and to the audience - that none of the adults will be any help. They don't know what's happening, and they won't believe it if they're told.
"The Purge" goes as far as any other film, framing its entire premise around its explanation, and the solution is sheer elegance in its simplicity. The approach in "the Purge" is: "Call whoever you want. Nobody cares."
Crime is legal all night. Murder is legal all night. The cops and the paramedics and the fire department? They all have the night off. It doesn't matter who you call, because no one. In. The. World... No one will come to help you.
Once that premise has been established, the writers have free rein to play in the space. And thanks to audience buy-in on the entire concept, they can keep exploring as many ideas as they want in the franchise. It's not like the "Friday the 13th" franchise, where Jason has to eventually become an unkillable zombie in order to keep making movies. The world of "the Purge" has given those writers a blank check to tell horror stories in that setting.
From what I understand, these films can actually get pretty political, discussing how certain inhumane policies are obviously founded on lies ("If everyone does crime for a night, they'll be good for the rest of the year!") and how they target lower-class people and minorities (something that seemed to get more pronounced as the franchise went on). And even though the next film seems to be the "final" installment, they can always go back and tell stories in other cities from each Purge... or, if the Purge is abolished, then another filmmaker can simply say that the Purge is instituted again.
The only other film that I think does as good a job establishing that the protagonist can't call the police is "Get Out." Because its premise is simple: Black people can't call the police. Honestly, that's almost the same as the premise as "the Purge," just with less franchise potential.