He has a talent for blending fantasy with harsh reality. I've noticed a tendency of his to set films in times of war. In this case it's the Cold War. Maybe it's not the same type of horror as the Spanish Civil War, but it is a time of rising tensions and terror nonetheless. Speaking of which, I'm sure everyone has seen Pan's Labyrinth, but have you seen The Devil's Backbone? It is also set during the Spanish Civil War but it is about a ghost at an orphanage (not to be confused with The Orphanage, which he only a had a producer credit for.)