Of course what everyone else has already answered with "a nightmare on sesame st". There have been a few big name actors that made their start in low budget horror movies. Kevin Bacon in the very first "Friday the 13th". Demi Moore in a movie called "Parasite" Jennifer Aniston in the very first "Leprechaun". I believe James Cameron (director of Titanic and Avatar) directed the original "Piranha" movie. I think that's weird, why did so many start with horror movies?
Jonny Depp's first movie is called, 'A Nightmare on Elm Street.' It was a classic horror film where he acted as Nancy Thompson's boyfriend in the year 1984. He is an American actor, producer as well as a musician. Check out http://en.wikipedia.org/wiki/Johnny_Depp for more information.