Dracula (1931)While this does not exactly count, Jonathan Harker tells Mina she's just been dreaming about a creepy guy coming into her room. Jonathan also doesn't listen to Van Helsing when he says Mina needs help.
Una O'Connor in The Invisible Man and The Bride of Frankenstein
In both movies Una tries to warn somebody about a man made monster. The person being warned ignores the seemingly ridiculous Irish woman, so she as a sort of modern Sybil says, "I wash me hands of it, let you all be murdered in your beds!"
Cat People (1942)
Seriously Ollie is a class A idiot. Irena tries to tell him about turning into a cat, but he just thinks she's crazy and imagining it all. (The psychiatrist also qualifies. He goes on about some childhood trauma she must have experienced whilst he woos her, the jerk.) When she finally takes a turn for the better, he's all like oops I love the good old American girl better anyway. Unfortunately Simone Simon does not get to sink her claws into him so he's around for:
Curse of the Cat People (1944)
House on Haunted Hill (1959)
Seriously that 'psychiatrist' gets on my nerves, babbling on about hysteria all the time. What's worse is when the hero tells the heroine that she imagines seeing the creepy ghost.
Carnival of Souls (1962)
After Mary Henry thinks she sees The Man, a psychiatrist takes her to his office. Basically he says she's the victim of hysteria. She also tries to get help from her neighbor, but he is extremely useless and abandons her to the dead people.
I know there are other horror movies out there with similar dolts but to make a long story short, sometimes hysterical women have a point and even if they don't you shouldn't laugh them off. You should take them to a psychiatrist who won't treat them only as a simple minded woman.