Chimp, “copyright” is the right to make copies of a literary,
musical or artistic work. A location is none of those things.
Horror movies have taken place in specific cities, real cities.
Horror movies have taken place is specific buildings, real
buildings.
Can I set a fictional film in a real life location?
Yes, you can set a horror film in a State Park.
Yes, you can be sued. Anyone can sue for anything. Your
question really is will you lose a lawsuit. No one can answer
that. The State may feel a horror film puts the park in a bad
light (even if you feel it doesn’t). I suspect the reason you
haven't gotten a definitive response is because there isn't one.
No one can know if a State will sue or if you will win or lose.
Something to think about; Was “Jaws” less fun for you because
it Amity Island doesn’t really exist? I know that the fact that the
movie wasn’t set in a real place did not harm it’s box office or
the interest people showed the film. How about “Friday the 13th”?
Less fun for an audience because there is no real Crystal Lake?
“Saw”? Less fun because it didn’t take place in a real place?
Many horror films have been set in real places; “28 Days Later”
in London, “The Exorcist” in Georgetown, “The Blair Witch Project”
in Burkittsville.