Clue: Horror film making a fortune about initiation into sex (9)
Answer: NOSFERATU
Explanation: Definition: Horror film
An envelope ('about') of S ('initiation into **S**ex'; maybe a little dodgy) in NOFERATU, an anagram ('making') of 'a fortune'. The film, dating from 1922, is by F W Murnau, although there are other versions with full titles *Nosferatu the Vampyre *by Werner Herzog, and *Nosferatu: The First Vampire *which is new to me*.